| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
18:38:30 |
|
0.222
|
0.232
|
CHF |
| Volume |
230,000
|
230,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.196 | ||||
| Diff. absolute / % | 0.00 | +2.08% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1437005767 |
| Valor | 143700576 |
| Symbol | WSNARV |
| Strike | 8.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| 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 |
| Delta | 0.57 |
| Gamma | 0.23 |
| Vega | 0.02 |
| Distance to Strike | 0.01 |
| Distance to Strike in % | 0.13% |
| Average Spread | 5.42% |
| Last Best Bid Price | 0.18 CHF |
| Last Best Ask Price | 0.19 CHF |
| Last Best Bid Volume | 260,000 |
| Last Best Ask Volume | 260,000 |
| Average Buy Volume | 71,928 |
| Average Sell Volume | 71,928 |
| Average Buy Value | 12,872 CHF |
| Average Sell Value | 13,591 CHF |
| Spreads Availability Ratio | 11.27% |
| Quote Availability | 108.18% |