| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
17:46:18 |
|
0.054 %
|
0.064 %
|
CHF |
| Volume |
20,000
|
20,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.068 | ||||
| Diff. absolute / % | -0.01 | -20.59% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1615462111 |
| Valor | 161546211 |
| Symbol | WSTDJV |
| Strike | 6.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/10/2026 |
| Date of maturity | 23/09/2027 |
| Last trading day | 16/09/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.54% |
| Leverage | 7.44 |
| Delta | 0.24 |
| Gamma | 0.14 |
| Vega | 0.01 |
| Distance to Strike | 2.46 |
| Distance to Strike in % | 69.49% |
| Average Spread | 15.03% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 241,619 |
| Average Sell Volume | 241,619 |
| Average Buy Value | 14,947 CHF |
| Average Sell Value | 17,363 CHF |
| Spreads Availability Ratio | 98.28% |
| Quote Availability | 98.28% |