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Call-Warrant
Symbol:
COZQJB
ISIN:
CH1317198617
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.05.24
12:35:00 |
|
0.501
|
0.511
|
CHF |
| Volume |
300,000
|
100,000
|
||
Performance
| Closing prev. day | 0.475 | ||||
| Diff. absolute / % | 0.03 | +5.47% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1317198617 |
| Valor | 131719861 |
| Symbol | COZQJB |
| Strike | 65.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/01/2024 |
| Date of maturity | 21/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.31 |
| Time value | 0.19 |
| Implied volatility | 0.31% |
| Leverage | 4.44 |
| Delta | 0.77 |
| Gamma | 0.02 |
| Vega | 0.21 |
| Distance to Strike | -7.80 |
| Distance to Strike in % | -10.71% |
market maker quality Date: 14/05/2024
| Average Spread | 2.13% |
| Last Best Bid Price | 0.48 CHF |
| Last Best Ask Price | 0.49 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 139,704 CHF |
| Average Sell Value | 47,568 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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