| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.12.25
08:47:39 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.350 | ||||
| Diff. absolute / % | 0.01 | +2.94% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1424849995 |
| Valor | 142484999 |
| Symbol | DHXBJB |
| Strike | 46.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/03/2025 |
| 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 |
| Intrinsic value | 0.10 |
| Time value | 0.26 |
| Implied volatility | 0.26% |
| Leverage | 7.39 |
| Delta | 0.57 |
| Gamma | 0.07 |
| Vega | 0.13 |
| Distance to Strike | -0.98 |
| Distance to Strike in % | -2.09% |
| Average Spread | 4.76% |
| Last Best Bid Price | 0.33 CHF |
| Last Best Ask Price | 0.34 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 395,085 |
| Average Sell Volume | 131,695 |
| Average Buy Value | 135,461 CHF |
| Average Sell Value | 47,154 CHF |
| Spreads Availability Ratio | 4.60% |
| Quote Availability | 103.56% |