| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
18:37:42 |
|
0.345
|
0.355
|
CHF |
| Volume |
190,000
|
190,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.320 | ||||
| Diff. absolute / % | -0.05 | -8.77% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1489216015 |
| Valor | 148921601 |
| Symbol | WSNAHV |
| Strike | 10.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 3.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/10/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Delta | 0.36 |
| Gamma | 0.13 |
| Vega | 0.03 |
| Distance to Strike | 2.01 |
| Distance to Strike in % | 25.16% |
| Average Spread | 3.18% |
| Last Best Bid Price | 0.31 CHF |
| Last Best Ask Price | 0.32 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 54,214 |
| Average Sell Volume | 54,214 |
| Average Buy Value | 16,679 CHF |
| Average Sell Value | 17,221 CHF |
| Spreads Availability Ratio | 11.27% |
| Quote Availability | 85.61% |