| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
17:36:00 |
|
0.004
|
0.014
|
CHF |
| Volume |
120,000
|
120,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.016 | ||||
| Diff. absolute / % | -0.01 | -75.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1457870124 |
| Valor | 145787012 |
| Symbol | WRHCXV |
| Strike | 1,760.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 1,000.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/07/2025 |
| 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 | 0.54% |
| Leverage | 5.30 |
| Delta | 0.02 |
| Gamma | 0.00 |
| Vega | 0.29 |
| Distance to Strike | 630.00 |
| Distance to Strike in % | 55.75% |
| Average Spread | 91.46% |
| Last Best Bid Price | 0.01 CHF |
| Last Best Ask Price | 0.02 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 750,000 |
| Average Buy Volume | 741,842 |
| Average Sell Volume | 741,842 |
| Average Buy Value | 4,451 CHF |
| Average Sell Value | 11,877 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |