SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.159 | ||||
Diff. absolute / % | 0.01 | +6.76% |
Last Price | 0.200 | Volume | 50,000 | |
Time | 15:05:32 | Date | 18/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1321763737 |
Valor | 132176373 |
Symbol | COXAJB |
Strike | 70.00 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 | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.08 |
Time value | 0.07 |
Implied volatility | 0.25% |
Leverage | 15.03 |
Delta | 0.65 |
Gamma | 0.07 |
Vega | 0.09 |
Distance to Strike | -1.70 |
Distance to Strike in % | -2.37% |
Average Spread | 7.24% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 133,257 CHF |
Average Sell Value | 14,326 CHF |
Spreads Availability Ratio | 98.84% |
Quote Availability | 98.84% |