| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
11:52:04 |
|
0.040
|
0.050
|
CHF |
| Volume |
1.00 m.
|
500,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | -0.01 | -20.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1455136619 |
| Valor | 145513661 |
| Symbol | SAYHJB |
| Strike | 85.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/06/2025 |
| Date of maturity | 19/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.18% |
| Leverage | 25.45 |
| Delta | 0.25 |
| Gamma | 0.06 |
| Vega | 0.10 |
| Distance to Strike | 3.24 |
| Distance to Strike in % | 3.96% |
| Average Spread | 13.13% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.05 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 408,648 |
| Average Buy Value | 72,620 CHF |
| Average Sell Value | 33,636 CHF |
| Spreads Availability Ratio | 99.18% |
| Quote Availability | 99.18% |