Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1370267895 |
Valor | 137026789 |
Symbol | BEANJB |
Strike | 600.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/09/2024 |
Date of maturity | 19/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.37% |
Leverage | 5.37 |
Delta | 0.58 |
Gamma | 0.00 |
Vega | 1.84 |
Distance to Strike | 4.00 |
Distance to Strike in % | 0.67% |
Average Spread | 1.50% |
Last Best Bid Price | 0.67 CHF |
Last Best Ask Price | 0.68 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 498,148 CHF |
Average Sell Value | 67,420 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |