Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1438191608 |
Valor | 143819160 |
Symbol | OERAJB |
Strike | 3.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/04/2025 |
Date of maturity | 19/06/2026 |
Last trading day | 19/06/2026 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.51% |
Leverage | 3.75 |
Delta | 0.58 |
Gamma | 0.14 |
Vega | 0.01 |
Distance to Strike | 0.25 |
Distance to Strike in % | 7.69% |
Average Spread | 3.89% |
Last Best Bid Price | 0.27 CHF |
Last Best Ask Price | 0.28 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 113,511 CHF |
Average Sell Value | 39,337 CHF |
Spreads Availability Ratio | 98.23% |
Quote Availability | 98.23% |