| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.12.25
08:00:03 |
|
0.002
|
0.012
|
CHF |
| Volume |
600,000
|
600,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.012 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1412472115 |
| Valor | 141247211 |
| Symbol | WUSATV |
| Strike | 152.00 JPY |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 04/03/2025 |
| 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 |
| Implied volatility | 0.07% |
| Leverage | 779.90 |
| Delta | -0.00 |
| Gamma | 0.00 |
| Vega | 0.00 |
| Distance to Strike | 3.29 |
| Distance to Strike in % | 2.12% |
| Average Spread | 111.11% |
| Last Best Bid Price | 0.00 CHF |
| Last Best Ask Price | 0.01 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 600,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 600,000 |
| Average Buy Value | 2,400 CHF |
| Average Sell Value | 8,400 CHF |
| Spreads Availability Ratio | 19.67% |
| Quote Availability | 95.98% |