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Call-Warrant
Symbol:
VABZJB
ISIN:
CH1521669965
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
25.06.26
17:55:25 |
|
0.370
|
0.390
|
CHF |
| Volume |
112,500
|
37,500
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.370 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.370 | Volume | 4,000 | |
| Time | 09:36:22 | Date | 17/06/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1521669965 |
| Valor | 152166996 |
| Symbol | VABZJB |
| Strike | 160.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 30/01/2026 |
| Date of maturity | 19/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 0.31% |
| Leverage | 4.87 |
| Delta | 0.45 |
| Gamma | 0.03 |
| Vega | 0.52 |
| Distance to Strike | 0.20 |
| Distance to Strike in % | 0.13% |
market maker quality Date: 24/06/2026
| Average Spread | 2.68% |
| Last Best Bid Price | 0.38 CHF |
| Last Best Ask Price | 0.39 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 | 165,388 CHF |
| Average Sell Value | 56,629 CHF |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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