| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
14:22:10 |
|
0.038
|
0.048
|
CHF |
| Volume |
60,000
|
60,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | -0.01 | -24.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1400625542 |
| Valor | 140062554 |
| Symbol | WTEAGV |
| Strike | 84.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/01/2025 |
| 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 |
| Implied volatility | 0.34% |
| Leverage | 26.22 |
| Delta | 0.27 |
| Gamma | 0.02 |
| Vega | 0.10 |
| Distance to Strike | 9.85 |
| Distance to Strike in % | 13.28% |
| Average Spread | 15.53% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.05 CHF |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 59,987 |
| Average Sell Volume | 59,987 |
| Average Buy Value | 3,861 CHF |
| Average Sell Value | 4,461 CHF |
| Spreads Availability Ratio | 99.94% |
| Quote Availability | 99.94% |