| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
15:39:15 |
|
0.380
|
0.390
|
CHF |
| Volume |
500,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.500 | ||||
| Diff. absolute / % | -0.09 | -18.00% | |||
| Last Price | 0.500 | Volume | 1 | |
| Time | 15:19:28 | Date | 21/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1452825768 |
| Valor | 145282576 |
| Symbol | DOCMJB |
| Strike | 8.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/06/2025 |
| 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 | 0.39 |
| Time value | 0.03 |
| Implied volatility | 0.69% |
| Leverage | 5.63 |
| Delta | 0.94 |
| Gamma | 0.10 |
| Vega | 0.00 |
| Distance to Strike | -1.64 |
| Distance to Strike in % | -16.17% |
| Average Spread | 2.12% |
| Last Best Bid Price | 0.41 CHF |
| Last Best Ask Price | 0.42 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 234,582 CHF |
| Average Sell Value | 71,875 CHF |
| Spreads Availability Ratio | 99.34% |
| Quote Availability | 99.34% |