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Call-Warrant
Symbol:
PGZWJB
ISIN:
CH1303724418
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
08:03:00 |
|
0.330
|
0.340
|
CHF |
| Volume |
600,000
|
200,000
|
||
Performance
| Closing prev. day | 0.320 | ||||
| Diff. absolute / % | 0.01 | +3.23% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1303724418 |
| Valor | 130372441 |
| Symbol | PGZWJB |
| Strike | 170.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 30.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/11/2023 |
| Date of maturity | 21/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Procter & Gamble Co. |
| ISIN | US7427181091 |
| Price |
154.69 EUR
|
| Date | 17/05/24 10:22 |
| Ratio | 30.00 |
Key data
| Implied volatility | 0.12% |
| Leverage | 10.92 |
| Delta | 0.64 |
| Gamma | 0.02 |
| Vega | 0.57 |
| Distance to Strike | 2.14 |
| Distance to Strike in % | 1.27% |
market maker quality Date: 16/05/2024
| Average Spread | 3.14% |
| Last Best Bid Price | 0.32 CHF |
| Last Best Ask Price | 0.33 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 | 188,247 CHF |
| Average Sell Value | 64,749 CHF |
| Spreads Availability Ratio | 99.34% |
| Quote Availability | 99.34% |
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