Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327230624 |
Valor | 132723062 |
Symbol | ALCOJB |
Strike | 75.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/02/2024 |
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 | 0.35% |
Leverage | 6.15 |
Delta | 0.46 |
Gamma | 0.03 |
Vega | 0.19 |
Distance to Strike | 2.96 |
Distance to Strike in % | 4.11% |
Average Spread | 2.43% |
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 | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 244,231 CHF |
Average Sell Value | 83,411 CHF |
Spreads Availability Ratio | 98.75% |
Quote Availability | 98.75% |