| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.12.25
21:09:34 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.340 | ||||
| Diff. absolute / % | -0.01 | -2.86% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1463739867 |
| Valor | 146373986 |
| Symbol | PPAPJB |
| Strike | 24.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 8.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/07/2025 |
| Date of maturity | 20/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.69% |
| Leverage | 2.88 |
| Delta | -0.32 |
| Gamma | 0.15 |
| Vega | 0.04 |
| Distance to Strike | 0.95 |
| Distance to Strike in % | 3.81% |
| Average Spread | 4.31% |
| Last Best Bid Price | 0.35 CHF |
| Last Best Ask Price | 0.36 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 221,822 |
| Average Sell Volume | 73,941 |
| Average Buy Value | 77,574 CHF |
| Average Sell Value | 26,858 CHF |
| Spreads Availability Ratio | 6.03% |
| Quote Availability | 105.30% |