| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
09:11:14 |
|
3.390
|
3.400
|
CHF |
| Volume |
450,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 3.250 | ||||
| Diff. absolute / % | 0.15 | +4.84% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463731161 |
| Valor | 146373116 |
| Symbol | SDZHJB |
| Strike | 45.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 8.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/07/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 3.20 |
| Time value | 0.08 |
| Implied volatility | 0.50% |
| Leverage | 2.70 |
| Delta | 1.00 |
| Distance to Strike | -25.56 |
| Distance to Strike in % | -36.22% |
| Average Spread | 0.32% |
| Last Best Bid Price | 3.28 CHF |
| Last Best Ask Price | 3.29 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 1,417,120 CHF |
| Average Sell Value | 473,875 CHF |
| Spreads Availability Ratio | 91.24% |
| Quote Availability | 91.24% |