SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
10:59:00 |
0.690
|
0.700
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.670 | ||||
Diff. absolute / % | 0.02 | +2.99% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294277780 |
Valor | 129427778 |
Symbol | PGJMJB |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/10/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.60 |
Time value | 0.08 |
Leverage | 7.98 |
Delta | 0.97 |
Gamma | 0.00 |
Vega | 0.08 |
Distance to Strike | -17.86 |
Distance to Strike in % | -10.64% |
Average Spread | 1.52% |
Last Best Bid Price | 0.67 CHF |
Last Best Ask Price | 0.68 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 | 294,016 CHF |
Average Sell Value | 99,505 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |