Login
Call-Warrant
Symbol:
PSPCJB
ISIN:
CH1308926802
Issuer:
Bank Julius Bär
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 | 0.290 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.320 | Volume | 3,000 | |
| Time | 09:35:01 | Date | 26/09/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1308926802 |
| Valor | 130892680 |
| Symbol | PSPCJB |
| Strike | 120.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/12/2023 |
| Date of maturity | 21/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.18 |
| Time value | 0.11 |
| Implied volatility | 0.19% |
| Leverage | 12.13 |
| Delta | 0.71 |
| Gamma | 0.05 |
| Vega | 0.24 |
| Distance to Strike | -4.60 |
| Distance to Strike in % | -3.69% |
market maker quality Date: 20/11/2024
| Average Spread | 3.80% |
| Last Best Bid Price | 0.25 CHF |
| Last Best Ask Price | 0.26 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 225,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 58,191 CHF |
| Average Sell Value | 20,147 CHF |
| Spreads Availability Ratio | 99.16% |
| Quote Availability | 99.16% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)