| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
18:37:42 |
|
0.090
|
0.100
|
CHF |
| Volume |
600,000
|
600,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.106 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1457879497 |
| Valor | 145787949 |
| Symbol | WUSADV |
| Strike | 160.00 JPY |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 08/07/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.02% |
| Leverage | 5,262.01 |
| Delta | 0.29 |
| Gamma | 0.05 |
| Vega | 0.38 |
| Distance to Strike | 4.71 |
| Distance to Strike in % | 3.03% |
| Average Spread | 9.90% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.11 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 600,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 600,000 |
| Average Buy Value | 57,612 CHF |
| Average Sell Value | 63,612 CHF |
| Spreads Availability Ratio | 10.42% |
| Quote Availability | 110.32% |