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Call-Warrant
Symbol:
ALVAJB
ISIN:
CH1280667077
Issuer:
Bank Julius Bär
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1280667077 |
| Valor | 128066707 |
| Symbol | ALVAJB |
| Strike | 240.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/08/2023 |
| Date of maturity | 20/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Allianz SE |
| ISIN | DE0008404005 |
| Price |
266.00 EUR
|
| Date | 27/04/24 13:04 |
| Ratio | 50.00 |
Key data
| Intrinsic value | 0.45 |
| Time value | 0.12 |
| Implied volatility | 0.21% |
| Leverage | 6.99 |
| Delta | 0.76 |
| Gamma | 0.01 |
| Vega | 0.62 |
| Distance to Strike | -22.70 |
| Distance to Strike in % | -8.64% |
market maker quality Date: 25/04/2024
| Average Spread | 1.84% |
| Last Best Bid Price | 0.53 CHF |
| Last Best Ask Price | 0.54 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 | 242,843 CHF |
| Average Sell Value | 82,448 CHF |
| Spreads Availability Ratio | 95.63% |
| Quote Availability | 95.63% |
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