| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
18:38:30 |
|
0.330
|
0.340
|
CHF |
| Volume |
210,000
|
210,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.300 | ||||
| Diff. absolute / % | 0.09 | +19.54% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1483532482 |
| Valor | 148353248 |
| Symbol | WSNAFV |
| Strike | 8.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/09/2025 |
| Date of maturity | 25/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Delta | 0.59 |
| Gamma | 0.17 |
| Vega | 0.02 |
| Distance to Strike | 0.01 |
| Distance to Strike in % | 0.13% |
| Average Spread | 3.46% |
| Last Best Bid Price | 0.28 CHF |
| Last Best Ask Price | 0.29 CHF |
| Last Best Bid Volume | 230,000 |
| Last Best Ask Volume | 230,000 |
| Average Buy Volume | 66,806 |
| Average Sell Volume | 66,806 |
| Average Buy Value | 18,893 CHF |
| Average Sell Value | 19,561 CHF |
| Spreads Availability Ratio | 11.27% |
| Quote Availability | 85.61% |