SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.040 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.870 | Volume | 200 | |
Time | 12:10:36 | Date | 12/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1321763760 |
Valor | 132176376 |
Symbol | COTFJB |
Strike | 320.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 80.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/02/2024 |
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 | 0.81 |
Time value | 0.22 |
Implied volatility | 0.47% |
Leverage | 4.19 |
Delta | 0.90 |
Gamma | 0.00 |
Vega | 0.45 |
Distance to Strike | -64.50 |
Distance to Strike in % | -16.78% |
Average Spread | 0.97% |
Last Best Bid Price | 1.04 CHF |
Last Best Ask Price | 1.05 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 | 618,643 CHF |
Average Sell Value | 208,214 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |