| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
22:00:04 |
|
- %
|
- %
|
CHF |
| Volume |
0
|
0
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.150 | ||||
| Diff. absolute / % | -0.22 | -19.13% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1546550273 |
| Valor | 154655027 |
| Symbol | WPAA3V |
| Strike | 1,400.00 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 | 0.26% |
| Leverage | 7.69 |
| Delta | 0.55 |
| Gamma | 0.00 |
| Vega | 4.00 |
| Distance to Strike | 27.27 |
| Distance to Strike in % | 1.99% |
| Average Spread | 6.85% |
| Last Best Bid Price | 1.10 CHF |
| Last Best Ask Price | 1.18 CHF |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 60,000 |
| Average Sell Volume | 60,000 |
| Average Buy Value | 67,747 CHF |
| Average Sell Value | 72,547 CHF |
| Spreads Availability Ratio | 99.98% |
| Quote Availability | 99.98% |