| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
11:29:53 |
|
1.430
|
1.440
|
CHF |
| Volume |
225,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.440 | ||||
| Diff. absolute / % | -0.01 | -0.69% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1479849130 |
| Valor | 147984913 |
| Symbol | SMARJB |
| Strike | 2,800.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 250.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 25/09/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.10 |
| Time value | 1.39 |
| Implied volatility | 0.53% |
| Leverage | 4.50 |
| Delta | 0.59 |
| Gamma | 0.00 |
| Vega | 6.69 |
| Distance to Strike | -25.53 |
| Distance to Strike in % | -0.90% |
| Average Spread | 0.69% |
| Last Best Bid Price | 1.42 CHF |
| Last Best Ask Price | 1.43 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 225,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 324,188 CHF |
| Average Sell Value | 108,813 CHF |
| Spreads Availability Ratio | 96.77% |
| Quote Availability | 96.77% |