| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
11:16:33 |
|
0.640
|
0.650
|
CHF |
| Volume |
300,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.672 | ||||
| Diff. absolute / % | -0.05 | -7.74% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1452830586 |
| Valor | 145283058 |
| Symbol | EFGWJB |
| Strike | 14.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/06/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.48 |
| Time value | 0.14 |
| Implied volatility | 0.44% |
| Leverage | 5.13 |
| Delta | 0.97 |
| Gamma | 0.17 |
| Vega | 0.01 |
| Distance to Strike | -2.50 |
| Distance to Strike in % | -15.15% |
| Average Spread | 1.53% |
| Last Best Bid Price | 0.66 CHF |
| Last Best Ask Price | 0.67 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 195,173 CHF |
| Average Sell Value | 66,058 CHF |
| Spreads Availability Ratio | 93.43% |
| Quote Availability | 93.43% |