| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.12.25
09:46:32 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.600 | ||||
| Diff. absolute / % | 0.02 | +7.55% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1400602236 |
| Valor | 140060223 |
| Symbol | WTEA8V |
| Strike | 72.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/01/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.32 |
| Time value | 0.31 |
| Implied volatility | 0.47% |
| Leverage | 4.60 |
| Delta | 0.73 |
| Gamma | 0.03 |
| Vega | 0.18 |
| Distance to Strike | -6.30 |
| Distance to Strike in % | -8.05% |
| Average Spread | 8.30% |
| Last Best Bid Price | 0.58 CHF |
| Last Best Ask Price | 0.61 CHF |
| Last Best Bid Volume | 40,000 |
| Last Best Ask Volume | 40,000 |
| Average Buy Volume | 17,248 |
| Average Sell Volume | 17,248 |
| Average Buy Value | 9,663 CHF |
| Average Sell Value | 10,201 CHF |
| Spreads Availability Ratio | 9.54% |
| Quote Availability | 108.76% |