Call-Warrant

Symbol: PSZCJB
Underlyings: PSP Swiss Property AG
ISIN: CH1242795610
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.030
Diff. absolute / % -0.01 -33.33%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1242795610
Valor 124279561
Symbol PSZCJB
Strike 117.50 CHF
Type Warrants
Type Bull
Ratio 25.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 15/02/2023
Date of maturity 21/06/2024
Last trading day 21/06/2024
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name PSP Swiss Property AG
ISIN CH0018294154
Price 113.90 CHF
Date 17/05/24 17:30
Ratio 25.00

Key data

Implied volatility 0.16%
Leverage 45.73
Delta 0.20
Gamma 0.06
Vega 0.10
Distance to Strike 4.00
Distance to Strike in % 3.52%

market maker quality Date: 16/05/2024

Average Spread 36.34%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 750,000
Last Best Ask Volume 200,000
Average Buy Volume 750,000
Average Sell Volume 197,111
Average Buy Value 17,602 CHF
Average Sell Value 6,528 CHF
Spreads Availability Ratio 99.17%
Quote Availability 99.17%

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