| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
12.12.25
22:10:02 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.640 | ||||
| Diff. absolute / % | 0.03 | +4.92% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1401356972 |
| Valor | 140135697 |
| Symbol | BSLHJB |
| Strike | 44.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/12/2024 |
| Date of maturity | 20/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.65 |
| Time value | 0.06 |
| Implied volatility | 0.43% |
| Leverage | 4.96 |
| Delta | 0.98 |
| Gamma | 0.01 |
| Vega | 0.01 |
| Distance to Strike | -9.70 |
| Distance to Strike in % | -18.06% |
| Average Spread | 2.96% |
| Last Best Bid Price | 0.60 CHF |
| Last Best Ask Price | 0.61 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 140,392 |
| Average Sell Volume | 46,798 |
| Average Buy Value | 82,201 CHF |
| Average Sell Value | 28,150 CHF |
| Spreads Availability Ratio | 4.17% |
| Quote Availability | 101.38% |