Connnect drill to keyless chuck bosch 36vfl1 - Bosch 36V 1" Sds - Plus Rotary Hammer

Drill is illustrated with a keyed chuck but in most cases if the drill is reversible there is a L/H thread machine screw accessible between the jaws when the chuck is wide open. This screw must be removed first.
A keyed chuck is removed by fitting the key and striking it sharply with a hammer in the normal direction of rotation.

Removing a keyless chuck can be difficult - the principle is the same but clamping something onto it tight enough to shock it with a hammer usually causes damage. The chuck of a reversible drill can clamped in a vice and the drill operated (carefully) in reverse sometimes does the trick.
Ideally what is needed is something like a few inches of 10mm hexagon bar bent at a right angle - locked into the chuck it would allow a hammer strike without causing damage.

Take it back if you just bought it. You should be able to turn the chuck by hand to tighten the pawls.

There are SDS type chucks, both key and keyless, available commonly. Any large hardware store or specialist power tool shop will have them.

http://toolguyd.com/blog/wp-content/uploads/2014/02/Bosch-Keyless-SDS-Drill-Chuck.jpg
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Here's a link to an exploded view:
Bosch PSB 600 2 0603338003 Spare Parts

If you need more help - you should contact Bosch directly:
Contact Bosch

Can not see what model you have. Is it a keyless chuck or an SDS chuck? With a keyless chuck hold the machine in a vice by the drill bit. now tap the chuck with a hammer or pin punch & hammer. DONOT hit the chuck on the jaws gut on the rim around them. I have had success using this method. If it is an SDS type chuck pull the chuck cap up as far as possible along the bit them if there are any ring springs you will have to try remove them then slide the sleeve up the bit, now you should be able to remove any steel balls. If the bit does not come out now hold bit in vice as before and tap on tool holder.

Try not inserting the bit all the way in until it bottoms- it should not bottom. Also make sure it is the correct size range for the bits you have.

Make sure you try it in both directions.

try using two sets of mole grips one on the small par tof the chuck and one on the large and try turning it with them it should come out

This drill has a keyless chuck. Put your bit in the chuck and hold the collar of the chuck while pressing the trigger in the forward position. To undo the chuck do this in reverse. You can also hand tighten the keyless chuck if you prefer. I have a 1/4' adapter that I keep in my drill so I can change bits quickly.

These units have only been out for a short while and most are on warranty. Take it to a Bosch Service center in your area and they will replace the front of the unit. Unfortunatly this is a problem with this type of unit. The bit will deform slightly from the impacting action and lock itself in the chuck.