| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
08.04.26
18:03:42 |
|
0.450
|
0.470
|
CHF |
| Volume |
300,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.350 | ||||
| Diff. absolute / % | 0.10 | +28.57% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1434198276 |
| Valor | 143419827 |
| Symbol | VOXHJB |
| Strike | 85.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/04/2025 |
| 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 |
| Intrinsic value | 0.28 |
| Time value | 0.18 |
| Implied volatility | 0.32% |
| Leverage | 6.51 |
| Delta | 0.66 |
| Gamma | 0.03 |
| Vega | 0.21 |
| Distance to Strike | -5.52 |
| Distance to Strike in % | -6.10% |
| Average Spread | 2.72% |
| Last Best Bid Price | 0.32 CHF |
| Last Best Ask Price | 0.33 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 629,540 |
| Average Sell Volume | 209,847 |
| Average Buy Value | 227,870 CHF |
| Average Sell Value | 78,055 CHF |
| Spreads Availability Ratio | 98.88% |
| Quote Availability | 98.88% |