| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
17:40:11 |
|
0.060
|
0.080
|
CHF |
| Volume |
375,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.070 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1439615878 |
| Valor | 143961587 |
| Symbol | SFSNJB |
| Strike | 120.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/05/2025 |
| Date of maturity | 19/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Delta | 0.11 |
| Gamma | 0.02 |
| Vega | 0.15 |
| Distance to Strike | 13.40 |
| Distance to Strike in % | 12.57% |
| Average Spread | 24.67% |
| 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 | 555,986 |
| Average Sell Volume | 185,329 |
| Average Buy Value | 31,419 CHF |
| Average Sell Value | 12,973 CHF |
| Spreads Availability Ratio | 6.07% |
| Quote Availability | 56.41% |