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Call-Warrant
Symbol:
ACLDJB
ISIN:
CH1332106041
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
12:46:00 |
|
2.990
|
3.000
|
CHF |
| Volume |
300,000
|
75,000
|
||
Performance
| Closing prev. day | 3.010 | ||||
| Diff. absolute / % | -0.01 | -0.33% | |||
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 | CH1332106041 |
| Valor | 133210604 |
| Symbol | ACLDJB |
| Strike | 32.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 6.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/03/2024 |
| Date of maturity | 19/12/2025 |
| Last trading day | 19/12/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 2.83 |
| Time value | 0.12 |
| Implied volatility | 0.30% |
| Leverage | 2.69 |
| Delta | 0.96 |
| Gamma | 0.01 |
| Vega | 0.04 |
| Distance to Strike | -17.00 |
| Distance to Strike in % | -34.34% |
market maker quality Date: 20/11/2024
| Average Spread | 0.33% |
| Last Best Bid Price | 2.93 CHF |
| Last Best Ask Price | 2.94 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 902,502 CHF |
| Average Sell Value | 226,376 CHF |
| Spreads Availability Ratio | 99.17% |
| Quote Availability | 99.17% |
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