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Call-Warrant
Symbol:
COPEJB
ISIN:
CH1311830314
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.05.24
15:46:00 |
|
0.650
|
0.660
|
CHF |
| Volume |
225,000
|
75,000
|
||
Performance
| Closing prev. day | 0.611 | ||||
| Diff. absolute / % | 0.04 | +6.22% | |||
Determined prices
| Last Price | 0.615 | Volume | 7,500 | |
| Time | 14:48:17 | Date | 07/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1311830314 |
| Valor | 131183031 |
| Symbol | COPEJB |
| Strike | 62.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/01/2024 |
| 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 |
Key data
| Intrinsic value | 0.53 |
| Time value | 0.13 |
| Implied volatility | 0.30% |
| Leverage | 4.76 |
| Delta | 0.85 |
| Gamma | 0.02 |
| Vega | 0.13 |
| Distance to Strike | -10.20 |
| Distance to Strike in % | -14.03% |
market maker quality Date: 14/05/2024
| Average Spread | 1.66% |
| Last Best Bid Price | 0.61 CHF |
| Last Best Ask Price | 0.62 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 225,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 134,699 CHF |
| Average Sell Value | 45,650 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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