| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
22:05:05 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.060 | ||||
| Diff. absolute / % | -0.05 | -4.72% | |||
| Last Price | 0.570 | Volume | 2,016 | |
| Time | 12:13:25 | Date | 02/02/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1412405750 |
| Valor | 141240575 |
| Symbol | WSLAFV |
| Strike | 880.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 29/01/2025 |
| 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 | 0.91 |
| Time value | 0.13 |
| Implied volatility | 0.18% |
| Leverage | 13.93 |
| Delta | 0.78 |
| Gamma | 0.01 |
| Vega | 1.09 |
| Distance to Strike | -45.60 |
| Distance to Strike in % | -4.93% |
| Average Spread | 2.04% |
| Last Best Bid Price | 1.05 CHF |
| Last Best Ask Price | 1.07 CHF |
| Last Best Bid Volume | 30,000 |
| Last Best Ask Volume | 30,000 |
| Average Buy Volume | 30,000 |
| Average Sell Volume | 30,000 |
| Average Buy Value | 29,074 CHF |
| Average Sell Value | 29,674 CHF |
| Spreads Availability Ratio | 99.91% |
| Quote Availability | 99.91% |