Login
Call-Warrant
Symbol:
SIBRJB
ISIN:
CH1479846011
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
12:37:54 |
|
1.370
|
1.380
|
CHF |
| Volume |
450,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 1.300 | ||||
| Diff. absolute / % | 0.07 | +5.38% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1479846011 |
| Valor | 147984601 |
| Symbol | SIBRJB |
| Strike | 10.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/09/2025 |
| 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 |
Key data
| Intrinsic value | 1.27 |
| Time value | 0.10 |
| Implied volatility | 0.73% |
| Leverage | 2.74 |
| Delta | 0.97 |
| Gamma | 0.04 |
| Vega | 0.01 |
| Distance to Strike | -5.10 |
| Distance to Strike in % | -32.69% |
market maker quality Date: 03/08/2026
| Average Spread | 0.79% |
| Last Best Bid Price | 1.32 CHF |
| Last Best Ask Price | 1.33 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 436,768 |
| Average Sell Volume | 145,589 |
| Average Buy Value | 551,934 CHF |
| Average Sell Value | 185,434 CHF |
| Spreads Availability Ratio | 96.76% |
| Quote Availability | 96.76% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)