| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
18:00:47 |
|
0.550
|
0.570
|
CHF |
| Volume |
300,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.520 | ||||
| Diff. absolute / % | 0.03 | +5.77% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1479845492 |
| Valor | 147984549 |
| Symbol | LHAKJB |
| Strike | 8.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/09/2025 |
| Date of maturity | 19/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.42 |
| Time value | 0.14 |
| Implied volatility | 0.33% |
| Leverage | 5.64 |
| Delta | 0.71 |
| Gamma | 0.19 |
| Vega | 0.02 |
| Distance to Strike | -0.84 |
| Distance to Strike in % | -9.54% |
| Average Spread | 1.72% |
| Last Best Bid Price | 0.55 CHF |
| Last Best Ask Price | 0.56 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 346,769 CHF |
| Average Sell Value | 117,590 CHF |
| Spreads Availability Ratio | 98.99% |
| Quote Availability | 98.99% |