| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.04.26
22:05:04 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.540 | ||||
| Diff. absolute / % | -0.14 | -25.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1428141613 |
| Valor | 142814161 |
| Symbol | WPLCFV |
| Strike | 130.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 31/03/2025 |
| Date of maturity | 25/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.36 |
| Time value | 0.07 |
| Implied volatility | 0.36% |
| Leverage | 6.22 |
| Delta | 0.73 |
| Gamma | 0.01 |
| Vega | 0.19 |
| Distance to Strike | -14.32 |
| Distance to Strike in % | -9.92% |
| Average Spread | 2.13% |
| Last Best Bid Price | 0.52 CHF |
| Last Best Ask Price | 0.53 CHF |
| Last Best Bid Volume | 230,000 |
| Last Best Ask Volume | 230,000 |
| Average Buy Volume | 102,425 |
| Average Sell Volume | 102,425 |
| Average Buy Value | 50,318 CHF |
| Average Sell Value | 51,347 CHF |
| Spreads Availability Ratio | 98.17% |
| Quote Availability | 98.17% |