| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
09:04:45 |
|
0.260
|
0.270
|
CHF |
| Volume |
750,000
|
250,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.270 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.360 | Volume | 25,000 | |
| Time | 16:05:53 | Date | 03/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1473478027 |
| Valor | 147347802 |
| Symbol | MSACJB |
| Strike | 600.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/09/2025 |
| Date of maturity | 19/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.30% |
| Leverage | 14.45 |
| Delta | 0.40 |
| Gamma | 0.00 |
| Vega | 1.42 |
| Distance to Strike | 114.98 |
| Distance to Strike in % | 23.71% |
| Average Spread | 3.80% |
| Last Best Bid Price | 0.25 CHF |
| Last Best Ask Price | 0.26 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 604,084 |
| Average Sell Volume | 201,361 |
| Average Buy Value | 156,138 CHF |
| Average Sell Value | 54,060 CHF |
| Spreads Availability Ratio | 99.01% |
| Quote Availability | 99.01% |