SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | 0.05 | +17.24% |
Last Price | 0.330 | Volume | 1,200 | |
Time | 11:03:49 | Date | 27/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294278911 |
Valor | 129427891 |
Symbol | ALSTJB |
Strike | 245.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/10/2023 |
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 |
Implied volatility | 0.29% |
Leverage | 5.93 |
Delta | 0.49 |
Gamma | 0.01 |
Vega | 0.74 |
Distance to Strike | 3.00 |
Distance to Strike in % | 1.24% |
Average Spread | 3.33% |
Last Best Bid Price | 0.29 CHF |
Last Best Ask Price | 0.30 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 | 132,840 CHF |
Average Sell Value | 45,780 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |