Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1438191459 |
Valor | 143819145 |
Symbol | DOCIJB |
Strike | 22.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/04/2025 |
Date of maturity | 18/07/2025 |
Last trading day | 18/07/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.83% |
Leverage | 3.58 |
Delta | 0.41 |
Gamma | 0.08 |
Vega | 0.04 |
Distance to Strike | 1.90 |
Distance to Strike in % | 9.22% |
Average Spread | 5.97% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 253,057 |
Average Sell Volume | 84,352 |
Average Buy Value | 41,058 CHF |
Average Sell Value | 14,530 CHF |
Spreads Availability Ratio | 97.69% |
Quote Availability | 97.69% |