| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
22:04:38 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.840 | ||||
| Diff. absolute / % | 0.15 | +8.88% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1424850035 |
| Valor | 142485003 |
| Symbol | DBZVJB |
| Strike | 26.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/03/2025 |
| Date of maturity | 18/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 1.67 |
| Time value | 0.22 |
| Implied volatility | 0.33% |
| Leverage | 3.79 |
| Delta | 0.87 |
| Gamma | 0.03 |
| Vega | 0.06 |
| Distance to Strike | -6.66 |
| Distance to Strike in % | -20.39% |
| Average Spread | 1.75% |
| Last Best Bid Price | 1.66 CHF |
| Last Best Ask Price | 1.67 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 191,696 |
| Average Sell Volume | 63,899 |
| Average Buy Value | 333,356 CHF |
| Average Sell Value | 112,779 CHF |
| Spreads Availability Ratio | 4.61% |
| Quote Availability | 103.47% |