| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
20:43:16 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.520 | ||||
| Diff. absolute / % | 0.03 | +6.12% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1452827517 |
| Valor | 145282751 |
| Symbol | FHYGJB |
| Strike | 250.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/06/2025 |
| 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 | 0.28 |
| Time value | 0.21 |
| Implied volatility | 0.25% |
| Leverage | 8.74 |
| Delta | 0.64 |
| Gamma | 0.01 |
| Vega | 0.55 |
| Distance to Strike | -11.00 |
| Distance to Strike in % | -4.21% |
| Average Spread | 1.97% |
| Last Best Bid Price | 0.45 CHF |
| Last Best Ask Price | 0.46 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 | 151,332 CHF |
| Average Sell Value | 51,444 CHF |
| Spreads Availability Ratio | 78.94% |
| Quote Availability | 78.94% |