Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1375549776 |
Valor | 137554977 |
Symbol | LVZHJB |
Strike | 625.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/09/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.11 |
Time value | 0.21 |
Implied volatility | 0.31% |
Leverage | 6.42 |
Delta | 0.64 |
Gamma | 0.00 |
Vega | 1.58 |
Distance to Strike | -21.40 |
Distance to Strike in % | -3.31% |
Average Spread | 3.39% |
Last Best Bid Price | 0.29 CHF |
Last Best Ask Price | 0.30 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 870,723 |
Average Sell Volume | 290,241 |
Average Buy Value | 252,627 CHF |
Average Sell Value | 87,111 CHF |
Spreads Availability Ratio | 99.58% |
Quote Availability | 99.58% |