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Call-Warrant
Symbol:
SWANJB
ISIN:
CH1520613071
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.09.26
17:40:06 |
|
0.370
|
0.390
|
CHF |
| Volume |
150,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.390 | ||||
| Diff. absolute / % | -0.02 | -5.13% | |||
Determined prices
| Last Price | 0.430 | Volume | 10,000 | |
| Time | 10:50:13 | Date | 05/08/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1520613071 |
| Valor | 152061307 |
| Symbol | SWANJB |
| Strike | 9.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/01/2026 |
| Date of maturity | 18/06/2027 |
| Last trading day | 18/06/2027 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.04 |
| Time value | 0.34 |
| Implied volatility | 0.61% |
| Leverage | 2.89 |
| Delta | 0.58 |
| Gamma | 0.11 |
| Vega | 0.03 |
| Distance to Strike | -0.18 |
| Distance to Strike in % | -1.91% |
market maker quality Date: 18/09/2026
| Average Spread | 2.49% |
| Last Best Bid Price | 0.39 CHF |
| Last Best Ask Price | 0.40 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 237,936 CHF |
| Average Sell Value | 81,312 CHF |
| Spreads Availability Ratio | 99.35% |
| Quote Availability | 99.35% |
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