| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.04.26
22:00:05 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.920 | ||||
| Diff. absolute / % | -0.04 | -4.35% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| 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 | 0.71 |
| Time value | 0.20 |
| Implied volatility | 0.43% |
| Leverage | 3.71 |
| Delta | 0.80 |
| Gamma | 0.01 |
| Vega | 0.36 |
| Distance to Strike | -28.50 |
| Distance to Strike in % | -16.91% |
| Average Spread | 1.06% |
| Last Best Bid Price | 0.90 CHF |
| Last Best Ask Price | 0.91 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 | 423,837 CHF |
| Average Sell Value | 142,779 CHF |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |