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Call-Warrant
Symbol:
PGZXJB
ISIN:
CH1303724426
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
13:08:00 |
|
0.530
|
0.540
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 0.510 | ||||
| Diff. absolute / % | 0.02 | +3.92% | |||
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 | CH1303724426 |
| Valor | 130372442 |
| Symbol | PGZXJB |
| Strike | 160.00 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 |
154.93 EUR
|
| Date | 17/05/24 14:22 |
| Ratio | 30.00 |
Key data
| Intrinsic value | 0.26 |
| Time value | 0.27 |
| Implied volatility | 0.11% |
| Leverage | 8.98 |
| Delta | 0.85 |
| Gamma | 0.02 |
| Vega | 0.35 |
| Distance to Strike | -7.86 |
| Distance to Strike in % | -4.68% |
market maker quality Date: 16/05/2024
| Average Spread | 2.00% |
| Last Best Bid Price | 0.51 CHF |
| Last Best Ask Price | 0.52 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 | 222,946 CHF |
| Average Sell Value | 75,816 CHF |
| Spreads Availability Ratio | 99.28% |
| Quote Availability | 99.28% |
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