SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.260 | ||||
Diff. absolute / % | 0.03 | +2.38% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276779035 |
Valor | 127677903 |
Symbol | COZUJB |
Strike | 140.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 75.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/07/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Leverage | 2.55 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.02 |
Distance to Strike | -97.64 |
Distance to Strike in % | -41.09% |
Average Spread | 0.89% |
Last Best Bid Price | 1.26 CHF |
Last Best Ask Price | 1.14 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 668,247 CHF |
Average Sell Value | 224,749 CHF |
Spreads Availability Ratio | 78.89% |
Quote Availability | 98.12% |