SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.480 | ||||
Diff. absolute / % | 0.01 | +2.08% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1321769049 |
Valor | 132176904 |
Symbol | CMBNJB |
Strike | 75.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/02/2024 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.30 |
Time value | 0.19 |
Implied volatility | 0.27% |
Leverage | 7.80 |
Delta | 0.72 |
Gamma | 0.06 |
Vega | 0.17 |
Distance to Strike | -4.45 |
Distance to Strike in % | -5.60% |
Average Spread | 2.09% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 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 | 213,376 CHF |
Average Sell Value | 72,625 CHF |
Spreads Availability Ratio | 98.90% |
Quote Availability | 98.90% |