| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.10.26
22:05:05 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.355 | ||||
| Diff. absolute / % | 0.04 | +9.86% | |||
| Last Price | 0.300 | Volume | 40,000 | |
| Time | 15:42:34 | Date | 16/10/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1400600578 |
| Valor | 140060057 |
| Symbol | WSRB8V |
| Strike | 150.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/01/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.19 |
| Time value | 0.20 |
| Implied volatility | 0.27% |
| Leverage | 12.51 |
| Delta | 0.64 |
| Gamma | 0.04 |
| Vega | 0.22 |
| Distance to Strike | -3.85 |
| Distance to Strike in % | -2.50% |
| Average Spread | 2.67% |
| Last Best Bid Price | 0.42 CHF |
| Last Best Ask Price | 0.43 CHF |
| Last Best Bid Volume | 70,000 |
| Last Best Ask Volume | 70,000 |
| Average Buy Volume | 70,000 |
| Average Sell Volume | 70,000 |
| Average Buy Value | 25,857 CHF |
| Average Sell Value | 26,557 CHF |
| Spreads Availability Ratio | 99.61% |
| Quote Availability | 99.61% |