SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.446 | ||||
Diff. absolute / % | 0.05 | +11.43% |
Last Price | 0.395 | Volume | 50,000 | |
Time | 12:05:12 | Date | 15/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1317198625 |
Valor | 131719862 |
Symbol | COPRJB |
Strike | 65.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2024 |
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 | 0.40 |
Time value | 0.09 |
Implied volatility | 0.29% |
Leverage | 6.25 |
Delta | 0.84 |
Gamma | 0.03 |
Vega | 0.11 |
Distance to Strike | -7.90 |
Distance to Strike in % | -10.84% |
Average Spread | 2.27% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 32,675 CHF |
Average Sell Value | 33,425 CHF |
Spreads Availability Ratio | 99.35% |
Quote Availability | 99.35% |