Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1438191574 |
Valor | 143819157 |
Symbol | SIKBJB |
Strike | 200.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/04/2025 |
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 | 0.00 |
Time value | 0.20 |
Implied volatility | 0.34% |
Leverage | 10.58 |
Delta | 0.53 |
Gamma | 0.01 |
Vega | 0.31 |
Distance to Strike | -0.10 |
Distance to Strike in % | -0.05% |
Average Spread | 4.67% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 157,511 CHF |
Average Sell Value | 55,004 CHF |
Spreads Availability Ratio | 98.22% |
Quote Availability | 98.22% |