SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
08:03:00 |
0.020
|
0.030
|
CHF | |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.030 | ||||
Diff. absolute / % | -0.01 | -25.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1303725365 |
Valor | 130372536 |
Symbol | PGZYJB |
Strike | 150.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
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 | 0.18% |
Leverage | 3.44 |
Delta | -0.01 |
Gamma | 0.00 |
Vega | 0.03 |
Distance to Strike | 17.86 |
Distance to Strike in % | 10.64% |
Average Spread | 31.03% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 27,852 CHF |
Average Sell Value | 18,926 CHF |
Spreads Availability Ratio | 99.29% |
Quote Availability | 99.29% |