Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1346741759 |
Valor | 134674175 |
Symbol | IFXYJB |
Strike | 45.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 12.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/05/2024 |
Date of maturity | 19/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.43% |
Leverage | 5.91 |
Delta | 0.22 |
Gamma | 0.03 |
Vega | 0.07 |
Distance to Strike | 10.26 |
Distance to Strike in % | 29.52% |
Average Spread | 9.49% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 100,433 CHF |
Average Sell Value | 55,216 CHF |
Spreads Availability Ratio | 98.72% |
Quote Availability | 98.72% |