| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.08.26
22:07:56 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.080 | ||||
| Diff. absolute / % | 0.01 | +12.50% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1479842044 |
| Valor | 147984204 |
| Symbol | SAFMJB |
| Strike | 260.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/09/2025 |
| Date of maturity | 19/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.41% |
| Leverage | 11.29 |
| Delta | 0.27 |
| Gamma | 0.00 |
| Vega | 0.47 |
| Distance to Strike | 73.96 |
| Distance to Strike in % | 39.75% |
| Average Spread | 12.09% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 78,222 CHF |
| Average Sell Value | 44,111 CHF |
| Spreads Availability Ratio | 98.78% |
| Quote Availability | 98.78% |