| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
18:05:25 |
|
0.061
|
0.075
|
CHF |
| Volume |
187,500
|
62,500
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.068 | ||||
| Diff. absolute / % | 0.00 | +5.80% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1444277128 |
| Valor | 144427712 |
| Symbol | PSZRJB |
| Strike | 150.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 30.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/05/2025 |
| Date of maturity | 20/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.19% |
| Leverage | 7.92 |
| Delta | 0.10 |
| Gamma | 0.03 |
| Vega | 0.12 |
| Distance to Strike | 8.50 |
| Distance to Strike in % | 6.01% |
| Average Spread | 18.78% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 554,545 |
| Average Sell Volume | 184,848 |
| Average Buy Value | 30,030 CHF |
| Average Sell Value | 11,760 CHF |
| Spreads Availability Ratio | 6.03% |
| Quote Availability | 104.13% |