| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
16:54:45 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.440 | ||||
| Diff. absolute / % | -0.09 | -16.98% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1437005932 |
| Valor | 143700593 |
| Symbol | WSICNV |
| Strike | 240.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| 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 | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.08 |
| Time value | 0.45 |
| Implied volatility | 0.37% |
| Leverage | 12.62 |
| Delta | 0.54 |
| Gamma | 0.01 |
| Vega | 0.26 |
| Distance to Strike | -1.50 |
| Distance to Strike in % | -0.62% |
| Average Spread | 1.79% |
| Last Best Bid Price | 0.55 CHF |
| Last Best Ask Price | 0.56 CHF |
| Last Best Bid Volume | 140,000 |
| Last Best Ask Volume | 140,000 |
| Average Buy Volume | 138,564 |
| Average Sell Volume | 138,564 |
| Average Buy Value | 78,527 CHF |
| Average Sell Value | 79,914 CHF |
| Spreads Availability Ratio | 99.29% |
| Quote Availability | 99.29% |