| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.10.26
22:05:05 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.060 | ||||
| Diff. absolute / % | 0.00 | +3.33% | |||
| Last Price | 0.210 | Volume | 1,175 | |
| Time | 10:12:52 | Date | 27/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1499954068 |
| Valor | 149995406 |
| Symbol | WCBAHV |
| Strike | 40.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/12/2025 |
| 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 |
| Implied volatility | 0.35% |
| Leverage | 13.76 |
| Delta | 0.20 |
| Gamma | 0.06 |
| Vega | 0.04 |
| Distance to Strike | 4.23 |
| Distance to Strike in % | 11.83% |
| Average Spread | 14.20% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 240,000 |
| Last Best Ask Volume | 240,000 |
| Average Buy Volume | 237,587 |
| Average Sell Volume | 237,587 |
| Average Buy Value | 15,889 CHF |
| Average Sell Value | 18,267 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |