| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.06.26
10:27:12 |
|
0.104 %
|
0.114 %
|
CHF |
| Volume |
600,000
|
600,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.094 | ||||
| Diff. absolute / % | 0.01 | +10.64% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1547976741 |
| Valor | 154797674 |
| Symbol | WUSD6V |
| Strike | 164.00 JPY |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2026 |
| 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 | 0.01% |
| Leverage | 5,392.15 |
| Delta | 0.29 |
| Gamma | 0.10 |
| Vega | 0.39 |
| Distance to Strike | 2.64 |
| Distance to Strike in % | 1.64% |
| Average Spread | 10.74% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 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 | 52,857 CHF |
| Average Sell Value | 58,857 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |