SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.060 | ||||
Diff. absolute / % | 0.01 | +20.00% |
Last Price | 0.330 | Volume | 4,540 | |
Time | 10:49:34 | Date | 15/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1321763612 |
Valor | 132176361 |
Symbol | ALSQJB |
Strike | 275.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 70.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/02/2024 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.29% |
Leverage | 4.68 |
Delta | 0.09 |
Gamma | 0.01 |
Vega | 0.24 |
Distance to Strike | 33.00 |
Distance to Strike in % | 13.64% |
Average Spread | 17.56% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.06 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 | 78,354 CHF |
Average Sell Value | 12,447 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |