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Call-Warrant
Symbol:
ALCBJB
ISIN:
CH1321766615
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 | 0.300 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.420 | Volume | 100,000 | |
| Time | 09:44:32 | Date | 03/04/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1321766615 |
| Valor | 132176661 |
| Symbol | ALCBJB |
| Strike | 70.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/02/2024 |
| 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 |
Key data
| Intrinsic value | 0.08 |
| Time value | 0.18 |
| Implied volatility | 0.44% |
| Leverage | 6.74 |
| Delta | 0.61 |
| Gamma | 0.04 |
| Vega | 0.13 |
| Distance to Strike | -2.04 |
| Distance to Strike in % | -2.83% |
market maker quality Date: 03/04/2025
| Average Spread | 2.36% |
| Last Best Bid Price | 0.41 CHF |
| Last Best Ask Price | 0.42 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 599,884 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 250,961 CHF |
| Average Sell Value | 85,670 CHF |
| Spreads Availability Ratio | 98.77% |
| Quote Availability | 98.77% |
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