| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.02.26
16:55:35 |
|
0.970
|
0.980
|
CHF |
| Volume |
450,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.890 | ||||
| Diff. absolute / % | 0.07 | +7.87% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1413223186 |
| Valor | 141322318 |
| Symbol | LHANJB |
| Strike | 7.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 31/01/2025 |
| 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 |
| Intrinsic value | 0.92 |
| Time value | 0.03 |
| Implied volatility | 0.35% |
| Leverage | 4.15 |
| Delta | 0.89 |
| Gamma | 0.11 |
| Vega | 0.01 |
| Distance to Strike | -1.85 |
| Distance to Strike in % | -20.87% |
| Average Spread | 1.13% |
| Last Best Bid Price | 0.85 CHF |
| Last Best Ask Price | 0.86 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 396,626 CHF |
| Average Sell Value | 133,709 CHF |
| Spreads Availability Ratio | 97.68% |
| Quote Availability | 97.68% |