| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.10.26
09:26:26 |
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-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.200 | ||||
| Diff. absolute / % | -0.03 | -15.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1521668215 |
| Valor | 152166821 |
| Symbol | GSBFJB |
| Strike | 950.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 150.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/01/2026 |
| Date of maturity | 15/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.30% |
| Leverage | 8.32 |
| Delta | 0.24 |
| Gamma | 0.00 |
| Vega | 1.31 |
| Distance to Strike | 70.40 |
| Distance to Strike in % | 8.00% |
| Average Spread | 5.35% |
| Last Best Bid Price | 0.18 CHF |
| Last Best Ask Price | 0.19 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 749,086 |
| Average Sell Volume | 249,695 |
| Average Buy Value | 136,605 CHF |
| Average Sell Value | 48,032 CHF |
| Spreads Availability Ratio | 97.67% |
| Quote Availability | 97.67% |