| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
22:00:05 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.480 | ||||
| Diff. absolute / % | 0.04 | +8.33% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1570396544 |
| Valor | 157039654 |
| Symbol | WSNAMV |
| Strike | 1,600.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 1,000.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2026 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.17 |
| Time value | 0.31 |
| Implied volatility | 0.78% |
| Leverage | 2.58 |
| Delta | 0.69 |
| Gamma | 0.00 |
| Vega | 4.58 |
| Distance to Strike | -167.11 |
| Distance to Strike in % | -9.46% |
| Average Spread | 2.15% |
| Last Best Bid Price | 0.47 CHF |
| Last Best Ask Price | 0.48 CHF |
| Last Best Bid Volume | 520,000 |
| Last Best Ask Volume | 520,000 |
| Average Buy Volume | 229,642 |
| Average Sell Volume | 229,642 |
| Average Buy Value | 109,324 CHF |
| Average Sell Value | 111,631 CHF |
| Spreads Availability Ratio | 99.91% |
| Quote Availability | 99.91% |