SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.120 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.180 | Volume | 10,000 | |
Time | 11:15:44 | Date | 20/03/2025 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1332106330 |
Valor | 133210633 |
Symbol | ALCWJB |
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 | 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 |
Implied volatility | 0.38% |
Leverage | 8.81 |
Delta | 0.24 |
Gamma | 0.03 |
Vega | 0.10 |
Distance to Strike | 7.96 |
Distance to Strike in % | 11.05% |
Average Spread | 6.62% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 984,259 |
Average Sell Volume | 384,259 |
Average Buy Value | 143,960 CHF |
Average Sell Value | 59,950 CHF |
Spreads Availability Ratio | 98.79% |
Quote Availability | 98.79% |