| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
22:00:03 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.084 | ||||
| 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 | CH1469328848 |
| Valor | 146932884 |
| Symbol | WGBAPV |
| Strike | 1.36 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 05/08/2025 |
| 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 |
| Implied volatility | 0.04% |
| Leverage | 77.01 |
| Delta | 0.46 |
| Gamma | 9.73 |
| Vega | 0.00 |
| Distance to Strike | 0.02 |
| Distance to Strike in % | 1.66% |
| Average Spread | 11.70% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 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 | 48,348 CHF |
| Average Sell Value | 54,348 CHF |
| Spreads Availability Ratio | 10.85% |
| Quote Availability | 108.11% |