| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
17:52:27 |
|
0.840
|
0.860
|
CHF |
| Volume |
225,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.790 | ||||
| Diff. absolute / % | 0.05 | +3.60% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1424848773 |
| Valor | 142484877 |
| Symbol | RHZYJB |
| Strike | 1,700.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/03/2025 |
| Date of maturity | 18/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.42% |
| Leverage | 4.34 |
| Delta | 0.47 |
| Gamma | 0.00 |
| Vega | 5.33 |
| Distance to Strike | 146.00 |
| Distance to Strike in % | 9.40% |
| Average Spread | 2.23% |
| Last Best Bid Price | 0.77 CHF |
| Last Best Ask Price | 0.78 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 294,931 |
| Average Sell Volume | 98,310 |
| Average Buy Value | 223,956 CHF |
| Average Sell Value | 76,152 CHF |
| Spreads Availability Ratio | 4.56% |
| Quote Availability | 103.47% |