| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
25.06.26
11:31:13 |
|
0.710
|
0.730
|
CHF |
| Volume |
30,000
|
30,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.740 | ||||
| Diff. absolute / % | -0.03 | -4.05% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1457847619 |
| Valor | 145784761 |
| Symbol | WTEA1V |
| Strike | 68.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/07/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.48% |
| Leverage | 4.45 |
| Delta | 0.47 |
| Gamma | 0.02 |
| Vega | 0.18 |
| Distance to Strike | 3.15 |
| Distance to Strike in % | 4.86% |
| Average Spread | 2.67% |
| Last Best Bid Price | 0.74 CHF |
| Last Best Ask Price | 0.76 CHF |
| Last Best Bid Volume | 30,000 |
| Last Best Ask Volume | 30,000 |
| Average Buy Volume | 29,996 |
| Average Sell Volume | 29,996 |
| Average Buy Value | 22,167 CHF |
| Average Sell Value | 22,767 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |