| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
27.07.26
03:23:45 |
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 5.740 | ||||
| Diff. absolute / % | 0.45 | +7.84% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1428069558 |
| Valor | 142806955 |
| Symbol | WDBAZV |
| Strike | 24,400.00 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 | 0.73 |
| Time value | 5.33 |
| Implied volatility | 0.21% |
| Leverage | 5.28 |
| Delta | 0.65 |
| Gamma | 0.00 |
| Vega | 109.00 |
| Distance to Strike | -363.12 |
| Distance to Strike in % | -1.47% |
| Average Spread | 0.17% |
| Last Best Bid Price | 5.77 CHF |
| Last Best Ask Price | 5.78 CHF |
| Last Best Bid Volume | 370,000 |
| Last Best Ask Volume | 370,000 |
| Average Buy Volume | 370,000 |
| Average Sell Volume | 370,000 |
| Average Buy Value | 2,216,840 CHF |
| Average Sell Value | 2,220,540 CHF |
| Spreads Availability Ratio | 99.32% |
| Quote Availability | 99.32% |