| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
17:46:15 |
|
0.180
|
0.200
|
CHF |
| Volume |
225,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.160 | ||||
| Diff. absolute / % | 0.02 | +12.50% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1413228490 |
| Valor | 141322849 |
| Symbol | SCZBJB |
| Strike | 570.00 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 | 0.19% |
| Leverage | 13.99 |
| Delta | 0.42 |
| Gamma | 0.01 |
| Vega | 1.08 |
| Distance to Strike | 3.00 |
| Distance to Strike in % | 0.53% |
| Average Spread | 10.50% |
| Last Best Bid Price | 0.17 CHF |
| Last Best Ask Price | 0.18 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 667,145 |
| Average Sell Volume | 266,858 |
| Average Buy Value | 99,707 CHF |
| Average Sell Value | 43,883 CHF |
| Spreads Availability Ratio | 4.72% |
| Quote Availability | 103.71% |