Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1332106322 |
Valor | 133210632 |
Symbol | ALCVJB |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/03/2024 |
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 | 0.34% |
Leverage | 6.98 |
Delta | 0.34 |
Gamma | 0.02 |
Vega | 0.18 |
Distance to Strike | 7.96 |
Distance to Strike in % | 11.05% |
Average Spread | 4.53% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 916,313 |
Average Sell Volume | 316,313 |
Average Buy Value | 198,000 CHF |
Average Sell Value | 71,470 CHF |
Spreads Availability Ratio | 98.80% |
Quote Availability | 98.80% |