SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.040 | ||||
Diff. absolute / % | -0.01 | -0.95% |
Last Price | 1.050 | Volume | 15,000 | |
Time | 14:21:02 | Date | 04/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272326583 |
Valor | 127232658 |
Symbol | COTIJB |
Strike | 250.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 80.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/06/2023 |
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 |
Intrinsic value | 0.83 |
Time value | 0.21 |
Implied volatility | 0.48% |
Leverage | 3.48 |
Delta | 0.91 |
Gamma | 0.00 |
Vega | 0.40 |
Distance to Strike | -66.00 |
Distance to Strike in % | -20.89% |
Average Spread | 0.95% |
Last Best Bid Price | 1.05 CHF |
Last Best Ask Price | 1.06 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 169,078 |
Average Buy Value | 1,048,960 CHF |
Average Sell Value | 178,893 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |