| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.04.26
10:59:12 |
|
0.630
|
0.640
|
CHF |
| Volume |
600,000
|
200,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.510 | ||||
| Diff. absolute / % | 0.11 | +21.57% | |||
| Last Price | 0.420 | Volume | 10,000 | |
| Time | 14:30:42 | Date | 10/04/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1424845423 |
| Valor | 142484542 |
| Symbol | AMRNJB |
| Strike | 9.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/03/2025 |
| Date of maturity | 19/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.42 |
| Time value | 0.12 |
| Implied volatility | 0.89% |
| Leverage | 3.43 |
| Delta | 0.80 |
| Gamma | 0.09 |
| Vega | 0.01 |
| Distance to Strike | -2.08 |
| Distance to Strike in % | -17.96% |
| Average Spread | 2.08% |
| Last Best Bid Price | 0.53 CHF |
| Last Best Ask Price | 0.54 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 | 286,521 CHF |
| Average Sell Value | 97,507 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |