| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
12:16:46 |
|
2.220
|
2.230
|
CHF |
| Volume |
60,000
|
60,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.240 | ||||
| Diff. absolute / % | -0.02 | -0.89% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1457870546 |
| Valor | 145787054 |
| Symbol | WGOE3V |
| Strike | 220.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| 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 | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Leverage | 3.25 |
| Delta | 0.92 |
| Gamma | 0.00 |
| Vega | 0.46 |
| Distance to Strike | -90.55 |
| Distance to Strike in % | -29.16% |
| Average Spread | 0.44% |
| Last Best Bid Price | 2.15 CHF |
| Last Best Ask Price | 2.16 CHF |
| Last Best Bid Volume | 190,000 |
| Last Best Ask Volume | 190,000 |
| Average Buy Volume | 54,096 |
| Average Sell Volume | 54,096 |
| Average Buy Value | 120,206 CHF |
| Average Sell Value | 120,747 CHF |
| Spreads Availability Ratio | 11.26% |
| Quote Availability | 105.50% |