| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
17:42:41 |
|
1.870
|
1.880
|
CHF |
| Volume |
225,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.760 | ||||
| Diff. absolute / % | 0.13 | +7.39% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1452823946 |
| Valor | 145282394 |
| Symbol | GSYYJB |
| Strike | 700.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 30/05/2025 |
| Date of maturity | 18/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Leverage | 4.39 |
| Delta | 0.92 |
| Gamma | 0.00 |
| Vega | 1.07 |
| Distance to Strike | -194.00 |
| Distance to Strike in % | -21.70% |
| Average Spread | 1.61% |
| Last Best Bid Price | 1.75 CHF |
| Last Best Ask Price | 1.76 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 154,952 |
| Average Sell Volume | 51,651 |
| Average Buy Value | 273,120 CHF |
| Average Sell Value | 92,257 CHF |
| Spreads Availability Ratio | 5.05% |
| Quote Availability | 103.97% |