| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.04.26
17:09:44 |
|
0.120 %
|
0.130 %
|
CHF |
| Volume |
600,000
|
600,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.080 | ||||
| Diff. absolute / % | 0.04 | +50.00% | |||
| Last Price | 0.140 | Volume | 5,000 | |
| Time | 08:34:49 | Date | 25/03/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1515875214 |
| Valor | 151587521 |
| Symbol | WUSBDV |
| Strike | 152.00 JPY |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 06/01/2026 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.03% |
| Leverage | 1,056.92 |
| Delta | -0.08 |
| Gamma | 0.04 |
| Vega | 0.15 |
| Distance to Strike | 4.79 |
| Distance to Strike in % | 3.06% |
| Average Spread | 12.99% |
| 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 | 43,209 CHF |
| Average Sell Value | 49,209 CHF |
| Spreads Availability Ratio | 99.51% |
| Quote Availability | 99.51% |