SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
08:03:00 |
0.270
|
0.280
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.260 | ||||
Diff. absolute / % | 0.02 | +8.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249397295 |
Valor | 124939729 |
Symbol | PGJWJB |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
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 |
Intrinsic value | 0.20 |
Time value | 0.07 |
Implied volatility | 0.10% |
Leverage | 13.64 |
Delta | 0.88 |
Gamma | 0.02 |
Vega | 0.20 |
Distance to Strike | -7.86 |
Distance to Strike in % | -4.68% |
Average Spread | 3.94% |
Last Best Bid Price | 0.26 CHF |
Last Best Ask Price | 0.27 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 | 149,323 CHF |
Average Sell Value | 51,774 CHF |
Spreads Availability Ratio | 99.28% |
Quote Availability | 99.28% |