SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
08:03:00 |
0.120
|
0.130
|
CHF | |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.110 | ||||
Diff. absolute / % | 0.01 | +10.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257352760 |
Valor | 125735276 |
Symbol | PGJEJB |
Strike | 170.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/04/2023 |
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 |
Implied volatility | 0.12% |
Leverage | 18.99 |
Delta | 0.54 |
Gamma | 0.04 |
Vega | 0.39 |
Distance to Strike | 2.14 |
Distance to Strike in % | 1.27% |
Average Spread | 9.05% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 804,932 |
Average Sell Volume | 268,311 |
Average Buy Value | 85,001 CHF |
Average Sell Value | 31,017 CHF |
Spreads Availability Ratio | 99.29% |
Quote Availability | 99.29% |