| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
12:04:59 |
|
0.330
|
0.340
|
CHF |
| Volume |
2.00 m.
|
250,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.310 | ||||
| Diff. absolute / % | 0.02 | +6.45% | |||
| Last Price | 0.450 | Volume | 189,300 | |
| Time | 16:37:29 | Date | 06/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1473473291 |
| Valor | 147347329 |
| Symbol | SIBBJB |
| Strike | 180.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 01/09/2025 |
| 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 |
| Intrinsic value | 0.13 |
| Time value | 0.20 |
| Implied volatility | 0.34% |
| Leverage | 6.74 |
| Delta | 0.60 |
| Gamma | 0.01 |
| Vega | 0.40 |
| Distance to Strike | -6.55 |
| Distance to Strike in % | -3.51% |
| Average Spread | 3.11% |
| Last Best Bid Price | 0.33 CHF |
| Last Best Ask Price | 0.34 CHF |
| Last Best Bid Volume | 2,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 2,000,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 633,019 CHF |
| Average Sell Value | 81,627 CHF |
| Spreads Availability Ratio | 99.34% |
| Quote Availability | 99.34% |