SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.580 | ||||
Diff. absolute / % | 0.10 | +6.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294280693 |
Valor | 129428069 |
Symbol | COISJB |
Strike | 100.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 75.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/10/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Leverage | 1.70 |
Delta | 0.95 |
Gamma | 0.00 |
Vega | 0.19 |
Distance to Strike | -131.25 |
Distance to Strike in % | -56.76% |
Average Spread | 0.62% |
Last Best Bid Price | 1.57 CHF |
Last Best Ask Price | 1.58 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 971,871 CHF |
Average Sell Value | 325,957 CHF |
Spreads Availability Ratio | 95.67% |
Quote Availability | 95.67% |