| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.10.26
23:37:34 |
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-
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-
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CHF |
| Volume |
-
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-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.590 | ||||
| Diff. absolute / % | 0.04 | +2.52% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1565396137 |
| Valor | 156539613 |
| Symbol | WCRAHV |
| Strike | 200.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/05/2026 |
| Date of maturity | 24/06/2027 |
| Last trading day | 17/06/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 1.40 |
| Time value | 0.23 |
| Implied volatility | 0.39% |
| Leverage | 2.74 |
| Delta | 0.83 |
| Gamma | 0.00 |
| Vega | 0.58 |
| Distance to Strike | -69.80 |
| Distance to Strike in % | -25.87% |
| Average Spread | 0.99% |
| Last Best Bid Price | 1.62 CHF |
| Last Best Ask Price | 1.63 CHF |
| Last Best Bid Volume | 120,000 |
| Last Best Ask Volume | 120,000 |
| Average Buy Volume | 53,722 |
| Average Sell Volume | 53,722 |
| Average Buy Value | 84,211 CHF |
| Average Sell Value | 84,907 CHF |
| Spreads Availability Ratio | 99.26% |
| Quote Availability | 99.26% |