SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
15.05.24
16:01:00 |
0.676
|
0.686
|
CHF | |
Volume |
225,000
|
75,000
|
Closing prev. day | 0.628 | ||||
Diff. absolute / % | 0.05 | +7.96% |
Last Price | 0.581 | Volume | 25,000 | |
Time | 16:42:22 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1311830322 |
Valor | 131183032 |
Symbol | COPJJB |
Strike | 60.00 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 | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.65 |
Time value | 0.03 |
Implied volatility | 0.26% |
Leverage | 5.10 |
Delta | 0.95 |
Gamma | 0.01 |
Vega | 0.05 |
Distance to Strike | -12.70 |
Distance to Strike in % | -17.47% |
Average Spread | 1.61% |
Last Best Bid Price | 0.63 CHF |
Last Best Ask Price | 0.64 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 | 138,409 CHF |
Average Sell Value | 46,886 CHF |
Spreads Availability Ratio | 99.35% |
Quote Availability | 99.35% |