SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.490 | ||||
Diff. absolute / % | -0.03 | -6.12% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327231242 |
Valor | 132723124 |
Symbol | ALZUJB |
Strike | 265.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 70.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/02/2024 |
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 |
Intrinsic value | 0.11 |
Time value | 0.36 |
Implied volatility | 0.29% |
Leverage | 4.98 |
Delta | 0.60 |
Gamma | 0.01 |
Vega | 1.00 |
Distance to Strike | -8.00 |
Distance to Strike in % | -2.93% |
Average Spread | 1.99% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 224,052 CHF |
Average Sell Value | 76,184 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |