SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.670 | ||||
Diff. absolute / % | 0.10 | +5.99% |
Last Price | 1.660 | Volume | 4,500 | |
Time | 16:05:09 | Date | 19/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294280719 |
Valor | 129428071 |
Symbol | COZAJB |
Strike | 90.00 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 | 1.63 |
Delta | 0.96 |
Gamma | 0.00 |
Vega | 0.14 |
Distance to Strike | -141.25 |
Distance to Strike in % | -61.08% |
Average Spread | 0.58% |
Last Best Bid Price | 1.66 CHF |
Last Best Ask Price | 1.67 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 | 1,028,130 CHF |
Average Sell Value | 344,710 CHF |
Spreads Availability Ratio | 95.11% |
Quote Availability | 95.11% |