| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
13:30:19 |
|
0.090
|
0.100
|
CHF |
| Volume |
1.00 m.
|
500,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.100 | ||||
| Diff. absolute / % | -0.01 | -10.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1468208157 |
| Valor | 146820815 |
| Symbol | MCDGJB |
| Strike | 340.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/08/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.20% |
| Leverage | 8.77 |
| Delta | 0.23 |
| Gamma | 0.01 |
| Vega | 0.74 |
| Distance to Strike | 37.50 |
| Distance to Strike in % | 12.40% |
| Average Spread | 10.32% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.11 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 491,363 |
| Average Buy Value | 92,051 CHF |
| Average Sell Value | 50,075 CHF |
| Spreads Availability Ratio | 99.10% |
| Quote Availability | 99.10% |