| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
11:51:12 |
|
0.160
|
0.170
|
CHF |
| Volume |
450,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.190 | ||||
| Diff. absolute / % | -0.04 | -21.05% | |||
| Last Price | 0.250 | Volume | 5,000 | |
| Time | 16:47:09 | Date | 03/03/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1492333963 |
| Valor | 149233396 |
| Symbol | EFAWJB |
| Strike | 20.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/11/2025 |
| 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 |
| Implied volatility | 0.35% |
| Leverage | 3.90 |
| Delta | 0.15 |
| Gamma | 0.08 |
| Vega | 0.03 |
| Distance to Strike | 3.56 |
| Distance to Strike in % | 21.65% |
| Average Spread | 5.06% |
| Last Best Bid Price | 0.19 CHF |
| Last Best Ask Price | 0.20 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 | 86,824 CHF |
| Average Sell Value | 30,441 CHF |
| Spreads Availability Ratio | 99.33% |
| Quote Availability | 99.33% |