| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
22:02:30 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.580 | ||||
| Diff. absolute / % | 0.13 | +22.41% | |||
| Last Price | 0.690 | Volume | 10,000 | |
| Time | 12:42:29 | Date | 06/05/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1492329011 |
| Valor | 149232901 |
| Symbol | SUAZJB |
| Strike | 140.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/10/2025 |
| 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 | 0.38 |
| Time value | 0.33 |
| Implied volatility | 0.50% |
| Leverage | 4.23 |
| Delta | 0.76 |
| Gamma | 0.02 |
| Vega | 0.33 |
| Distance to Strike | -15.00 |
| Distance to Strike in % | -9.68% |
| Average Spread | 1.75% |
| Last Best Bid Price | 0.58 CHF |
| Last Best Ask Price | 0.59 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 | 255,323 CHF |
| Average Sell Value | 86,608 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |