| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.06.26
01:41:20 |
|
-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.860 | ||||
| Diff. absolute / % | -0.02 | -2.33% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463733886 |
| Valor | 146373388 |
| Symbol | GENCJB |
| Strike | 70.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/07/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.62 |
| Time value | 0.20 |
| Implied volatility | 0.27% |
| Leverage | 4.88 |
| Delta | 0.76 |
| Gamma | 0.02 |
| Vega | 0.18 |
| Distance to Strike | -9.33 |
| Distance to Strike in % | -11.76% |
| Average Spread | 1.16% |
| 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 | 386,706 CHF |
| Average Sell Value | 130,402 CHF |
| Spreads Availability Ratio | 99.40% |
| Quote Availability | 99.40% |