| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.10.26
07:05:24 |
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-
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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 | 0.660 | ||||
| Diff. absolute / % | -0.09 | -13.64% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1510372969 |
| Valor | 151037296 |
| Symbol | CACUJB |
| Strike | 750.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/01/2026 |
| Date of maturity | 19/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.39% |
| Leverage | 6.44 |
| Delta | 0.42 |
| Gamma | 0.00 |
| Vega | 1.69 |
| Distance to Strike | 67.63 |
| Distance to Strike in % | 9.91% |
| Average Spread | 1.39% |
| Last Best Bid Price | 0.62 CHF |
| Last Best Ask Price | 0.63 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 | 321,626 CHF |
| Average Sell Value | 108,709 CHF |
| Spreads Availability Ratio | 97.47% |
| Quote Availability | 97.47% |