SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | -0.01 | -11.11% |
Last Price | 0.230 | Volume | 18,000 | |
Time | 13:04:53 | Date | 11/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1350423559 |
Valor | 135042355 |
Symbol | ALSAJB |
Strike | 285.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 70.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/05/2024 |
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 | 0.31% |
Leverage | 3.20 |
Delta | 0.07 |
Gamma | 0.00 |
Vega | 0.23 |
Distance to Strike | 57.00 |
Distance to Strike in % | 25.00% |
Average Spread | 10.75% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 132,305 CHF |
Average Sell Value | 19,641 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |