| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.02.26
10:00:07 |
|
0.800
|
0.810
|
CHF |
| Volume |
450,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.830 | ||||
| Diff. absolute / % | -0.03 | -3.61% | |||
| Last Price | 1.020 | Volume | 500 | |
| Time | 14:35:27 | Date | 28/01/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1473472467 |
| Valor | 147347246 |
| Symbol | GECBJB |
| Strike | 75.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/08/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.43 |
| Time value | 0.37 |
| Implied volatility | 0.23% |
| Leverage | 4.73 |
| Delta | 0.70 |
| Gamma | 0.01 |
| Vega | 0.26 |
| Distance to Strike | -6.52 |
| Distance to Strike in % | -8.00% |
| Average Spread | 1.22% |
| Last Best Bid Price | 0.83 CHF |
| Last Best Ask Price | 0.84 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 367,263 CHF |
| Average Sell Value | 123,921 CHF |
| Spreads Availability Ratio | 98.98% |
| Quote Availability | 98.98% |