| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
25.06.26
17:55:47 |
|
0.810
|
0.850
|
CHF |
| Volume |
56,250
|
18,750
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.780 | ||||
| Diff. absolute / % | 0.03 | +3.85% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1444279116 |
| Valor | 144427911 |
| Symbol | BAWLJB |
| Strike | 57.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/05/2025 |
| 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 | 0.71 |
| Time value | 0.12 |
| Implied volatility | 0.63% |
| Leverage | 3.83 |
| Delta | 0.89 |
| Gamma | 0.01 |
| Vega | 0.07 |
| Distance to Strike | -14.25 |
| Distance to Strike in % | -19.86% |
| Average Spread | 1.27% |
| Last Best Bid Price | 0.79 CHF |
| Last Best Ask Price | 0.80 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 278,182 |
| Average Sell Volume | 92,727 |
| Average Buy Value | 216,841 CHF |
| Average Sell Value | 73,208 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |