| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.02.26
20:40:56 |
|
0.500
|
0.520
|
CHF |
| Volume |
300,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.460 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1418931965 |
| Valor | 141893196 |
| Symbol | LHYWJB |
| Strike | 8.50 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/03/2025 |
| 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 | 0.17 |
| Time value | 0.34 |
| Implied volatility | 0.33% |
| Leverage | 5.14 |
| Delta | 0.59 |
| Gamma | 0.16 |
| Vega | 0.03 |
| Distance to Strike | -0.35 |
| Distance to Strike in % | -3.91% |
| Average Spread | 2.13% |
| Last Best Bid Price | 0.45 CHF |
| Last Best Ask Price | 0.46 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 680,721 |
| Average Sell Volume | 226,907 |
| Average Buy Value | 315,797 CHF |
| Average Sell Value | 107,535 CHF |
| Spreads Availability Ratio | 97.60% |
| Quote Availability | 97.60% |