| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
18.12.25
11:17:31 |
|
0.106
|
0.116
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.104 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.104 | Volume | 12,000 | |
| Time | 15:55:39 | Date | 17/12/2025 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1437005700 |
| Valor | 143700570 |
| Symbol | WSNAOV |
| Strike | 10.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 3.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/04/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.68% |
| Leverage | 0.52 |
| Delta | 0.02 |
| Gamma | 0.05 |
| Vega | 0.00 |
| Distance to Strike | 2.49 |
| Distance to Strike in % | 33.16% |
| Average Spread | 10.53% |
| Last Best Bid Price | 0.11 CHF |
| Last Best Ask Price | 0.12 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 62,652 |
| Average Sell Volume | 62,652 |
| Average Buy Value | 5,966 CHF |
| Average Sell Value | 6,593 CHF |
| Spreads Availability Ratio | 11.25% |
| Quote Availability | 111.03% |