| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
13:43:38 |
|
2.910
|
2.920
|
CHF |
| Volume |
450,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 3.000 | ||||
| Diff. absolute / % | -0.08 | -2.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463731187 |
| Valor | 146373118 |
| Symbol | SDZUJB |
| Strike | 50.00 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 | 18/09/2026 |
| 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 | 2.89 |
| Time value | 0.04 |
| Implied volatility | 0.96% |
| Leverage | 3.12 |
| Delta | 1.00 |
| Distance to Strike | -23.12 |
| Distance to Strike in % | -31.62% |
| Average Spread | 0.33% |
| Last Best Bid Price | 2.93 CHF |
| Last Best Ask Price | 2.94 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 | 1,357,360 CHF |
| Average Sell Value | 453,954 CHF |
| Spreads Availability Ratio | 99.33% |
| Quote Availability | 99.33% |