| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.02.26
22:04:38 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.450 | ||||
| Diff. absolute / % | 0.16 | +12.40% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1424847940 |
| Valor | 142484794 |
| Symbol | RHZVJB |
| Strike | 1,600.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/03/2025 |
| 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 | 0.71 |
| Time value | 0.74 |
| Implied volatility | 0.41% |
| Leverage | 4.03 |
| Delta | 0.67 |
| Gamma | 0.00 |
| Vega | 4.76 |
| Distance to Strike | -142.00 |
| Distance to Strike in % | -8.15% |
| Average Spread | 0.85% |
| Last Best Bid Price | 1.28 CHF |
| Last Best Ask Price | 1.29 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 418,784 |
| Average Sell Volume | 139,595 |
| Average Buy Value | 490,732 CHF |
| Average Sell Value | 164,973 CHF |
| Spreads Availability Ratio | 98.93% |
| Quote Availability | 98.93% |