| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
17:46:15 |
|
0.060
|
0.080
|
CHF |
| Volume |
250,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.060 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.210 | Volume | 100,000 | |
| Time | 11:57:45 | Date | 07/10/2025 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1413228482 |
| Valor | 141322848 |
| Symbol | SCZAJB |
| Strike | 600.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/02/2025 |
| 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 | 0.18% |
| Leverage | 11.44 |
| Delta | 0.12 |
| Gamma | 0.01 |
| Vega | 0.57 |
| Distance to Strike | 33.00 |
| Distance to Strike in % | 5.82% |
| Average Spread | 25.40% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 600,000 |
| Average Buy Volume | 739,697 |
| Average Sell Volume | 443,818 |
| Average Buy Value | 39,382 CHF |
| Average Sell Value | 29,629 CHF |
| Spreads Availability Ratio | 6.04% |
| Quote Availability | 102.93% |