| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.12.25
00:35:03 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.440 | ||||
| Diff. absolute / % | 0.03 | +12.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1468198770 |
| Valor | 146819877 |
| Symbol | EFAMJB |
| Strike | 17.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/07/2025 |
| Date of maturity | 20/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.33 |
| Time value | 0.13 |
| Implied volatility | 0.32% |
| Leverage | 8.01 |
| Delta | 0.77 |
| Gamma | 0.18 |
| Vega | 0.03 |
| Distance to Strike | -1.30 |
| Distance to Strike in % | -6.91% |
| Average Spread | 3.55% |
| Last Best Bid Price | 0.41 CHF |
| Last Best Ask Price | 0.42 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 166,366 |
| Average Sell Volume | 55,455 |
| Average Buy Value | 69,874 CHF |
| Average Sell Value | 24,041 CHF |
| Spreads Availability Ratio | 6.03% |
| Quote Availability | 102.14% |