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Call-Warrant
Symbol:
CMBIJB
ISIN:
CH1259717796
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.230 | ||||
| Diff. absolute / % | -0.03 | -13.04% | |||
Determined prices
| Last Price | 0.400 | Volume | 10,000 | |
| Time | 11:41:36 | Date | 22/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1259717796 |
| Valor | 125971779 |
| Symbol | CMBIJB |
| Strike | 67.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/05/2023 |
| Date of maturity | 21/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.14 |
| Time value | 0.07 |
| Implied volatility | 0.30% |
| Leverage | 11.93 |
| Delta | 0.71 |
| Gamma | 0.07 |
| Vega | 0.09 |
| Distance to Strike | -2.80 |
| Distance to Strike in % | -3.98% |
market maker quality Date: 30/04/2024
| Average Spread | 4.39% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 CHF |
| Last Best Bid Volume | 1,500,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 1,500,000 |
| Average Sell Volume | 156,101 |
| Average Buy Value | 335,120 CHF |
| Average Sell Value | 36,335 CHF |
| Spreads Availability Ratio | 99.27% |
| Quote Availability | 99.27% |
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