| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.03.26
17:52:48 |
|
1.760
|
1.780
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.580 | ||||
| Diff. absolute / % | 0.19 | +12.03% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1521231865 |
| Valor | 152123186 |
| Symbol | WNIABV |
| Strike | 51,000.00 Points |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 14/01/2026 |
| Date of maturity | 19/06/2026 |
| Last trading day | 12/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.06% |
| Leverage | 1,069.62 |
| Delta | -0.36 |
| Gamma | 0.00 |
| Vega | 89.80 |
| Distance to Strike | 2,373.07 |
| Distance to Strike in % | 4.45% |
| Average Spread | 1.14% |
| Last Best Bid Price | 1.79 CHF |
| Last Best Ask Price | 1.81 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 100,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 174,556 CHF |
| Average Sell Value | 176,556 CHF |
| Spreads Availability Ratio | 99.70% |
| Quote Availability | 99.70% |