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Call-Warrant
Symbol:
ALVEJB
ISIN:
CH1311831650
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.870 | ||||
| Diff. absolute / % | 0.10 | +12.99% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1311831650 |
| Valor | 131183165 |
| Symbol | ALVEJB |
| Strike | 250.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/01/2024 |
| 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 |
Underlyings
| Name | Allianz SE |
| ISIN | DE0008404005 |
| Price |
291.50 EUR
|
| Date | 22/11/24 22:58 |
| Ratio | 50.00 |
Key data
| Intrinsic value | 0.81 |
| Time value | 0.05 |
| Implied volatility | 0.23% |
| Leverage | 6.59 |
| Delta | 0.98 |
| Gamma | 0.01 |
| Vega | 0.09 |
| Distance to Strike | -40.70 |
| Distance to Strike in % | -14.00% |
market maker quality Date: 20/11/2024
| Average Spread | 1.25% |
| Last Best Bid Price | 0.77 CHF |
| Last Best Ask Price | 0.78 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 417,651 |
| Average Sell Volume | 139,217 |
| Average Buy Value | 332,748 CHF |
| Average Sell Value | 112,308 CHF |
| Spreads Availability Ratio | 88.86% |
| Quote Availability | 88.86% |
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