| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
10:21:48 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.260 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1500298448 |
| Valor | 150029844 |
| Symbol | GSBWJB |
| Strike | 875.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/11/2025 |
| 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 |
| Implied volatility | 0.40% |
| Leverage | 5.51 |
| Delta | -0.14 |
| Gamma | 0.00 |
| Vega | 1.66 |
| Distance to Strike | 219.81 |
| Distance to Strike in % | 20.08% |
| Average Spread | 3.68% |
| Last Best Bid Price | 0.27 CHF |
| Last Best Ask Price | 0.28 CHF |
| Last Best Bid Volume | 900,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 896,816 |
| Average Sell Volume | 298,939 |
| Average Buy Value | 239,255 CHF |
| Average Sell Value | 82,741 CHF |
| Spreads Availability Ratio | 97.60% |
| Quote Availability | 97.60% |