| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
10:40:05 |
|
3.430
|
3.440
|
CHF |
| Volume |
150,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 3.480 | ||||
| Diff. absolute / % | -0.04 | -1.15% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1473473820 |
| Valor | 147347382 |
| Symbol | HUASJB |
| Strike | 140.00 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 | 3.23 |
| Time value | 0.22 |
| Implied volatility | 0.77% |
| Leverage | 2.17 |
| Delta | 0.95 |
| Gamma | 0.00 |
| Vega | 0.16 |
| Distance to Strike | -97.00 |
| Distance to Strike in % | -40.93% |
| Average Spread | 0.28% |
| Last Best Bid Price | 3.49 CHF |
| Last Best Ask Price | 3.50 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 150,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 526,237 CHF |
| Average Sell Value | 175,912 CHF |
| Spreads Availability Ratio | 87.99% |
| Quote Availability | 87.99% |