| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.10.26
22:00:02 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.700 | ||||
| Diff. absolute / % | -0.22 | -8.15% | |||
| Last Price | 3.650 | Volume | 300 | |
| Time | 18:03:18 | Date | 28/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1483535519 |
| Valor | 148353551 |
| Symbol | WVAAIV |
| Strike | 440.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/09/2025 |
| 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 |
| Intrinsic value | 2.42 |
| Time value | 0.13 |
| Implied volatility | 0.57% |
| Leverage | 4.23 |
| Delta | 0.96 |
| Gamma | 0.00 |
| Vega | 0.17 |
| Distance to Strike | -120.80 |
| Distance to Strike in % | -21.54% |
| Average Spread | 0.54% |
| Last Best Bid Price | 2.60 CHF |
| Last Best Ask Price | 2.62 CHF |
| Last Best Bid Volume | 10,000 |
| Last Best Ask Volume | 10,000 |
| Average Buy Volume | 14,305 |
| Average Sell Volume | 14,305 |
| Average Buy Value | 41,986 CHF |
| Average Sell Value | 42,186 CHF |
| Spreads Availability Ratio | 96.37% |
| Quote Availability | 96.37% |