| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
07:55:07 |
|
-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.920 | ||||
| Diff. absolute / % | -0.02 | -2.13% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1520613014 |
| Valor | 152061301 |
| Symbol | VABWJB |
| Strike | 155.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 35.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/01/2026 |
| Date of maturity | 18/06/2027 |
| Last trading day | 18/06/2027 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.74 |
| Time value | 0.18 |
| Implied volatility | 0.29% |
| Leverage | 5.61 |
| Delta | 1.00 |
| Distance to Strike | -25.80 |
| Distance to Strike in % | -14.27% |
| Average Spread | 1.03% |
| Last Best Bid Price | 0.94 CHF |
| Last Best Ask Price | 0.95 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 | 433,383 CHF |
| Average Sell Value | 145,961 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |