| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.12.25
00:32:31 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.580 | ||||
| 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 | CH1444277219 |
| Valor | 144427721 |
| Symbol | FHZHJB |
| Strike | 230.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/05/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.36 |
| Time value | 0.23 |
| Implied volatility | 0.24% |
| Leverage | 7.46 |
| Delta | 0.89 |
| Gamma | 0.03 |
| Vega | 0.36 |
| Distance to Strike | -17.80 |
| Distance to Strike in % | -7.18% |
| Average Spread | 2.81% |
| Last Best Bid Price | 0.56 CHF |
| Last Best Ask Price | 0.57 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 332,726 |
| Average Sell Volume | 110,909 |
| Average Buy Value | 178,500 CHF |
| Average Sell Value | 61,000 CHF |
| Spreads Availability Ratio | 6.03% |
| Quote Availability | 104.94% |