| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
12:21:26 |
|
0.560
|
0.570
|
CHF |
| Volume |
300,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.540 | ||||
| Diff. absolute / % | 0.02 | +3.70% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1510372902 |
| Valor | 151037290 |
| Symbol | EMADJB |
| Strike | 725.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 250.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/01/2026 |
| Date of maturity | 19/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.44 |
| Time value | 0.10 |
| Implied volatility | 0.32% |
| Leverage | 5.09 |
| Delta | 0.82 |
| Gamma | 0.00 |
| Vega | 1.55 |
| Distance to Strike | -110.00 |
| Distance to Strike in % | -13.17% |
| Average Spread | 1.86% |
| Last Best Bid Price | 0.52 CHF |
| Last Best Ask Price | 0.53 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 159,395 CHF |
| Average Sell Value | 54,132 CHF |
| Spreads Availability Ratio | 99.32% |
| Quote Availability | 99.32% |