| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
11:58:28 |
|
0.190
|
0.200
|
CHF |
| Volume |
450,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.190 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1455144555 |
| Valor | 145514455 |
| Symbol | SFSKJB |
| Strike | 110.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/07/2025 |
| 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 |
| Implied volatility | 0.26% |
| Leverage | 5.97 |
| Delta | 0.42 |
| Gamma | 0.03 |
| Vega | 0.36 |
| Distance to Strike | 2.40 |
| Distance to Strike in % | 2.23% |
| Average Spread | 8.91% |
| Last Best Bid Price | 0.17 CHF |
| Last Best Ask Price | 0.18 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 394,606 |
| Average Sell Volume | 131,535 |
| Average Buy Value | 71,029 CHF |
| Average Sell Value | 25,676 CHF |
| Spreads Availability Ratio | 4.59% |
| Quote Availability | 102.10% |