| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
09:20:01 |
|
2.650
|
2.660
|
CHF |
| Volume |
225,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.760 | ||||
| Diff. absolute / % | -0.07 | -2.47% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1473473812 |
| Valor | 147347381 |
| Symbol | HUARJB |
| Strike | 150.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 30.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/09/2025 |
| 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 | 2.60 |
| Time value | 0.19 |
| Implied volatility | 0.53% |
| Leverage | 2.57 |
| Delta | 0.94 |
| Gamma | 0.00 |
| Vega | 0.20 |
| Distance to Strike | -78.00 |
| Distance to Strike in % | -34.21% |
| Average Spread | 0.36% |
| Last Best Bid Price | 2.76 CHF |
| Last Best Ask Price | 2.77 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 225,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 618,609 CHF |
| Average Sell Value | 206,953 CHF |
| Spreads Availability Ratio | 98.16% |
| Quote Availability | 98.16% |