| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
22:04:00 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.940 | ||||
| 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 | CH1479849130 |
| Valor | 147984913 |
| Symbol | SMARJB |
| Strike | 2,800.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 250.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 25/09/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.10 |
| Time value | 0.92 |
| Implied volatility | 0.22% |
| Leverage | 6.23 |
| Delta | 0.56 |
| Gamma | 0.00 |
| Vega | 11.18 |
| Distance to Strike | -25.53 |
| Distance to Strike in % | -0.90% |
| Average Spread | 1.05% |
| Last Best Bid Price | 0.94 CHF |
| Last Best Ask Price | 0.95 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 147,551 |
| Average Buy Value | 47,481 CHF |
| Average Sell Value | 141,581 CHF |
| Spreads Availability Ratio | 4.69% |
| Quote Availability | 103.06% |