Call-Warrant

Symbol: VABCJB
Underlyings: Valiant Hldg. AG
ISIN: CH1492335091
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
19.12.25
22:04:29
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.380
Diff. absolute / % 0.05 +15.15%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1492335091
Valor 149233509
Symbol VABCJB
Strike 142.50 CHF
Type Warrants
Type Bull
Ratio 25.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 18/11/2025
Date of maturity 20/03/2026
Last trading day 20/03/2026
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name Valiant Hldg. AG
ISIN CH0014786500
Price 147.80 CHF
Date 19/12/25 17:30
Ratio 25.00

Key data

Intrinsic value 0.20
Time value 0.17
Implied volatility 0.26%
Leverage 11.03
Delta 0.69
Gamma 0.04
Vega 0.25
Distance to Strike -4.90
Distance to Strike in % -3.32%

market maker quality Date: 17/12/2025

Average Spread 4.95%
Last Best Bid Price 0.33 CHF
Last Best Ask Price 0.34 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 100,000
Average Buy Volume 221,908
Average Sell Volume 73,969
Average Buy Value 68,668 CHF
Average Sell Value 23,889 CHF
Spreads Availability Ratio 6.04%
Quote Availability 99.83%

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