| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
09:12:25 |
|
0.350 %
|
0.435 %
|
CHF |
| Volume |
60,000
|
60,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.390 | ||||
| Diff. absolute / % | -0.01 | -2.50% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1546550216 |
| Valor | 154655021 |
| Symbol | WPAA0V |
| Strike | 1,600.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/03/2026 |
| 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 | 0.40% |
| Leverage | 9.14 |
| Delta | 0.21 |
| Gamma | 0.00 |
| Vega | 2.27 |
| Distance to Strike | 318.43 |
| Distance to Strike in % | 24.85% |
| Average Spread | - |
| Last Best Bid Price | - CHF |
| Last Best Ask Price | - CHF |
| Last Best Bid Volume | 0 |
| Last Best Ask Volume | 0 |
| Average Buy Volume | 0 |
| Average Sell Volume | 0 |
| Average Buy Value | 0 CHF |
| Average Sell Value | 0 CHF |
| Spreads Availability Ratio | - |
| Quote Availability | - |