| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
19:23:31 |
|
0.017
|
0.027
|
CHF |
| Volume |
500,000
|
250,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.028 | ||||
| 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 | CH1424842313 |
| Valor | 142484231 |
| Symbol | BAPVJB |
| Strike | 60.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/03/2025 |
| Date of maturity | 19/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.29% |
| Leverage | 4.47 |
| Delta | 0.02 |
| Gamma | 0.01 |
| Vega | 0.02 |
| Distance to Strike | 16.16 |
| Distance to Strike in % | 36.86% |
| Average Spread | 26.41% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.03 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 672,121 |
| Average Sell Volume | 336,060 |
| Average Buy Value | 18,001 CHF |
| Average Sell Value | 11,500 CHF |
| Spreads Availability Ratio | 4.79% |
| Quote Availability | 103.04% |