Call-Warrant

Symbol: COTFJB
Underlyings: Comet Hldg. AG
ISIN: CH1120035105
Issuer:
Bank Julius Bär
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
27.10.21
14:37:00
1.160
1.170
CHF
Volume
450,000
75,000

Performance

Closing prev. day 1.320
Diff. absolute / % - 0.00%

Determined prices

Last Price 1.270 Volume 150,000
Time 09:33:29 Date 14/10/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH1120035105
Valor 112003510
Symbol COTFJB
Strike 270.00 CHF
Type Warrants
Type Bull
Ratio 60.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 29/06/2021
Date of maturity 17/12/2021
Last trading day 17/12/2021
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name Comet Hldg. AG
ISIN CH0360826991
Ratio 60.00

Key data

Intrinsic value 1.12
Time value 0.10
Implied volatility 0.64%
Leverage 4.32
Delta 0.94
Gamma 0.00
Vega 0.15
Distance to Strike 62.50
Distance to Strike in % 18.80%

market maker quality Date: 26/10/2021

Average Spread 0.75%
Last Best Bid Price 1.31 CHF
Last Best Ask Price 1.32 CHF
Last Best Bid Volume 450,000
Last Best Ask Volume 75,000
Average Buy Volume 450,000
Average Sell Volume 75,000
Average Buy Value 594,943 CHF
Average Sell Value 99,907 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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