| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.10.26
09:44:32 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.510 | ||||
| Diff. absolute / % | -0.10 | -16.39% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1520611448 |
| Valor | 152061144 |
| Symbol | ARBBJB |
| Strike | 60.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/01/2026 |
| 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 |
| Implied volatility | 0.36% |
| Leverage | 5.09 |
| Delta | 0.48 |
| Gamma | 0.03 |
| Vega | 0.18 |
| Distance to Strike | 6.08 |
| Distance to Strike in % | 11.28% |
| Average Spread | 1.65% |
| Last Best Bid Price | 0.61 CHF |
| Last Best Ask Price | 0.62 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 | 361,361 CHF |
| Average Sell Value | 122,454 CHF |
| Spreads Availability Ratio | 99.34% |
| Quote Availability | 99.34% |