| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
11:54:52 |
|
0.810
|
0.820
|
CHF |
| Volume |
600,000
|
200,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.830 | ||||
| Diff. absolute / % | -0.02 | -2.41% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1444278506 |
| Valor | 144427850 |
| Symbol | SCZWJB |
| Strike | 555.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/05/2025 |
| 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 | 0.78 |
| Time value | 0.02 |
| Implied volatility | 0.44% |
| Leverage | 7.91 |
| Delta | 1.00 |
| Distance to Strike | -78.00 |
| Distance to Strike in % | -12.32% |
| Average Spread | 1.22% |
| Last Best Bid Price | 0.79 CHF |
| Last Best Ask Price | 0.80 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 490,139 CHF |
| Average Sell Value | 165,380 CHF |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |