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Put-Warrant
Symbol:
VAEPJB
ISIN:
CH1560405750
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.10.26
08:04:23 |
|
0.420
|
0.430
|
CHF |
| Volume |
375,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.400 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.400 | Volume | 30,000 | |
| Time | 21:42:04 | Date | 29/10/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1560405750 |
| Valor | 156040575 |
| Symbol | VAEPJB |
| Strike | 625.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 150.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/05/2026 |
| 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 | 0.16 |
| Time value | 0.21 |
| Implied volatility | 0.48% |
| Leverage | 6.31 |
| Delta | -0.58 |
| Gamma | 0.00 |
| Vega | 0.87 |
| Distance to Strike | -23.40 |
| Distance to Strike in % | -3.89% |
market maker quality Date: 28/10/2026
| Average Spread | 2.45% |
| Last Best Bid Price | 0.40 CHF |
| Last Best Ask Price | 0.41 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 750,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 302,999 CHF |
| Average Sell Value | 103,500 CHF |
| Spreads Availability Ratio | 98.67% |
| Quote Availability | 98.67% |
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