| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
15:47:31 |
|
0.150
|
0.160
|
CHF |
| Volume |
600,000
|
200,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.200 | ||||
| Diff. absolute / % | -0.05 | -25.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1424847429 |
| Valor | 142484742 |
| Symbol | RHZNJB |
| Strike | 1,500.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/03/2025 |
| 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 |
| Delta | -0.35 |
| Gamma | 0.00 |
| Vega | 1.12 |
| Distance to Strike | 37.50 |
| Distance to Strike in % | 2.44% |
| Average Spread | 7.40% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 405,528 |
| Average Sell Volume | 135,176 |
| Average Buy Value | 91,418 CHF |
| Average Sell Value | 32,473 CHF |
| Spreads Availability Ratio | 4.90% |
| Quote Availability | 103.79% |