SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.360 | ||||
Diff. absolute / % | 0.03 | +9.44% |
Last Price | 0.384 | Volume | 15,000 | |
Time | 11:15:35 | Date | 07/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1321763703 |
Valor | 132176370 |
Symbol | COZBJB |
Strike | 75.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/02/2024 |
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 |
Implied volatility | 0.32% |
Leverage | 4.80 |
Delta | 0.51 |
Gamma | 0.03 |
Vega | 0.27 |
Distance to Strike | 2.10 |
Distance to Strike in % | 2.88% |
Average Spread | 2.81% |
Last Best Bid Price | 0.36 CHF |
Last Best Ask Price | 0.37 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 | 105,443 CHF |
Average Sell Value | 36,148 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |