| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.02.26
10:00:03 |
|
0.860
|
0.870
|
CHF |
| Volume |
450,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.900 | ||||
| Diff. absolute / % | -0.04 | -4.44% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1473472475 |
| Valor | 147347247 |
| Symbol | GECCJB |
| Strike | 70.00 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 | 18/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.77 |
| Time value | 0.09 |
| Leverage | 4.85 |
| Delta | 0.77 |
| Gamma | 0.01 |
| Vega | 0.19 |
| Distance to Strike | -11.52 |
| Distance to Strike in % | -14.13% |
| Average Spread | 1.12% |
| Last Best Bid Price | 0.89 CHF |
| Last Best Ask Price | 0.90 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 | 397,857 CHF |
| Average Sell Value | 134,119 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |