| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.12.25
00:58:19 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.510 | ||||
| Diff. absolute / % | 0.03 | +2.03% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1452827624 |
| Valor | 145282762 |
| Symbol | GAXCJB |
| Strike | 122.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 30.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/06/2025 |
| Date of maturity | 19/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 1.35 |
| Time value | 0.16 |
| Implied volatility | 0.48% |
| Leverage | 3.40 |
| Delta | 0.95 |
| Gamma | 0.00 |
| Vega | 0.13 |
| Distance to Strike | -40.40 |
| Distance to Strike in % | -24.80% |
| Average Spread | 2.02% |
| Last Best Bid Price | 1.47 CHF |
| Last Best Ask Price | 1.48 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 298,707 |
| Average Sell Volume | 99,569 |
| Average Buy Value | 432,114 CHF |
| Average Sell Value | 146,547 CHF |
| Spreads Availability Ratio | 4.67% |
| Quote Availability | 103.54% |