| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.12.25
09:05:00 |
|
1.050
|
1.070
|
CHF |
| Volume |
20,000
|
20,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.990 | ||||
| Diff. absolute / % | 0.01 | +1.28% | |||
| Last Price | 0.640 | Volume | 500 | |
| Time | 13:49:21 | Date | 03/10/2025 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1374351745 |
| Valor | 137435174 |
| Symbol | WSLA4V |
| Strike | 840.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/09/2024 |
| Date of maturity | 30/12/2025 |
| Last trading day | 19/12/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.97 |
| Time value | 0.03 |
| Implied volatility | 0.48% |
| Leverage | 17.77 |
| Delta | 1.00 |
| Distance to Strike | -48.40 |
| Distance to Strike in % | -5.45% |
| Average Spread | 11.09% |
| Last Best Bid Price | 0.64 CHF |
| Last Best Ask Price | 0.66 CHF |
| Last Best Bid Volume | 20,000 |
| Last Best Ask Volume | 20,000 |
| Average Buy Volume | 10,340 |
| Average Sell Volume | 10,340 |
| Average Buy Value | 6,456 CHF |
| Average Sell Value | 6,896 CHF |
| Spreads Availability Ratio | 9.39% |
| Quote Availability | 109.12% |