| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
22:00:04 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 7.880 | ||||
| Diff. absolute / % | 0.15 | +1.90% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1428069533 |
| Valor | 142806953 |
| Symbol | WDA98V |
| Strike | 24,000.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 500.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 05/03/2025 |
| Date of maturity | 24/12/2027 |
| Last trading day | 17/12/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 4.27 |
| Time value | 3.67 |
| Implied volatility | 0.20% |
| Leverage | 5.94 |
| Delta | 0.90 |
| Gamma | 0.00 |
| Vega | 51.96 |
| Distance to Strike | -2,136.56 |
| Distance to Strike in % | -8.17% |
| Average Spread | 0.13% |
| Last Best Bid Price | 8.06 CHF |
| Last Best Ask Price | 8.07 CHF |
| Last Best Bid Volume | 340,000 |
| Last Best Ask Volume | 340,000 |
| Average Buy Volume | 340,000 |
| Average Sell Volume | 340,000 |
| Average Buy Value | 2,717,270 CHF |
| Average Sell Value | 2,720,670 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |