| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
18.12.25
21:58:55 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 3.090 | ||||
| Diff. absolute / % | -0.01 | -0.35% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1345886100 |
| Valor | 134588610 |
| Symbol | SDYTJB |
| Strike | 32.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 8.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/04/2024 |
| Date of maturity | 19/12/2025 |
| Last trading day | 19/12/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 3.16 |
| Time value | 0.02 |
| Implied volatility | 6.25% |
| Leverage | 2.27 |
| Delta | 1.00 |
| Distance to Strike | -25.30 |
| Distance to Strike in % | -43.77% |
| Average Spread | 1.01% |
| Last Best Bid Price | 3.10 CHF |
| Last Best Ask Price | 3.11 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 197,427 |
| Average Sell Volume | 65,809 |
| Average Buy Value | 593,136 CHF |
| Average Sell Value | 199,396 CHF |
| Spreads Availability Ratio | 4.60% |
| Quote Availability | 103.85% |