| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
12:26:55 |
|
0.370
|
0.380
|
CHF |
| Volume |
375,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.220 | ||||
| Diff. absolute / % | 0.15 | +68.18% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1479848231 |
| Valor | 147984823 |
| Symbol | YPAFJB |
| Strike | 375.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 150.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/09/2025 |
| 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 | 0.22 |
| Time value | 0.15 |
| Implied volatility | 0.44% |
| Leverage | 5.80 |
| Delta | 0.79 |
| Gamma | 0.01 |
| Vega | 0.66 |
| Distance to Strike | -33.00 |
| Distance to Strike in % | -8.09% |
| Average Spread | 2.75% |
| Last Best Bid Price | 0.34 CHF |
| Last Best Ask Price | 0.35 CHF |
| Last Best Bid Volume | 375,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 375,000 |
| Average Sell Volume | 125,000 |
| Average Buy Value | 134,526 CHF |
| Average Sell Value | 46,092 CHF |
| Spreads Availability Ratio | 99.35% |
| Quote Availability | 99.35% |