SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.120 | ||||
Diff. absolute / % | 0.11 | +11.11% |
Last Price | 1.120 | Volume | 446 | |
Time | 16:49:40 | Date | 16/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276772907 |
Valor | 127677290 |
Symbol | CBZAJB |
Strike | 12.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 3.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.90 |
Time value | 0.21 |
Implied volatility | 0.48% |
Leverage | 4.32 |
Delta | 0.98 |
Gamma | 0.02 |
Vega | 0.00 |
Distance to Strike | -2.71 |
Distance to Strike in % | -18.42% |
Average Spread | 1.03% |
Last Best Bid Price | 0.98 CHF |
Last Best Ask Price | 0.99 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 434,477 CHF |
Average Sell Value | 146,326 CHF |
Spreads Availability Ratio | 92.96% |
Quote Availability | 92.96% |