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Call-Warrant
Symbol:
SWAAJB
ISIN:
CH1468203968
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.09.26
18:25:54 |
|
0.560
|
0.600
|
CHF |
| Volume |
112,500
|
37,500
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.610 | ||||
| Diff. absolute / % | -0.05 | -8.20% | |||
Determined prices
| Last Price | 0.690 | Volume | 30,000 | |
| Time | 09:22:57 | Date | 26/08/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1468203968 |
| Valor | 146820396 |
| Symbol | SWAAJB |
| Strike | 7.25 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/08/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.48 |
| Time value | 0.10 |
| Implied volatility | 0.74% |
| Leverage | 3.46 |
| Delta | 0.87 |
| Gamma | 0.10 |
| Vega | 0.01 |
| Distance to Strike | -1.93 |
| Distance to Strike in % | -20.98% |
market maker quality Date: 18/09/2026
| Average Spread | 1.59% |
| Last Best Bid Price | 0.62 CHF |
| Last Best Ask Price | 0.63 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 | 280,359 CHF |
| Average Sell Value | 94,953 CHF |
| Spreads Availability Ratio | 99.35% |
| Quote Availability | 99.35% |
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