| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
31.01.26
21:57:49 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.630 | ||||
| Diff. absolute / % | -0.02 | -3.08% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1468205252 |
| Valor | 146820525 |
| Symbol | AMBHJB |
| Strike | 37.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/08/2025 |
| Date of maturity | 18/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.34 |
| Time value | 0.27 |
| Implied volatility | 0.34% |
| Leverage | 4.71 |
| Delta | 0.69 |
| Gamma | 0.04 |
| Vega | 0.11 |
| Distance to Strike | -3.35 |
| Distance to Strike in % | -8.20% |
| Average Spread | 1.60% |
| Last Best Bid Price | 0.63 CHF |
| Last Best Ask Price | 0.64 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 372,740 CHF |
| Average Sell Value | 126,247 CHF |
| Spreads Availability Ratio | 82.51% |
| Quote Availability | 82.51% |