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Call-Warrant
Symbol:
SWAVJB
ISIN:
CH1541526138
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
17:40:05 |
|
0.650
|
0.670
|
CHF |
| Volume |
112,500
|
37,500
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.690 | ||||
| Diff. absolute / % | -0.04 | -5.80% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1541526138 |
| Valor | 154152613 |
| Symbol | SWAVJB |
| Strike | 7.25 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/03/2026 |
| Date of maturity | 17/12/2027 |
| Last trading day | 17/12/2027 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.36 |
| Time value | 0.28 |
| Implied volatility | 0.58% |
| Leverage | 2.55 |
| Delta | 0.75 |
| Gamma | 0.12 |
| Vega | 0.03 |
| Distance to Strike | -1.45 |
| Distance to Strike in % | -16.71% |
market maker quality Date: 12/11/2026
| Average Spread | 1.47% |
| Last Best Bid Price | 0.68 CHF |
| Last Best Ask Price | 0.69 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 | 304,563 CHF |
| Average Sell Value | 103,021 CHF |
| Spreads Availability Ratio | 98.88% |
| Quote Availability | 98.88% |
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