| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
09.12.25
09:01:02 |
|
0.002
|
0.012
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.016 | ||||
| Diff. absolute / % | -0.13 | -88.73% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1325156821 |
| Valor | 132515682 |
| Symbol | WSRBJV |
| Strike | 140.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/03/2024 |
| Date of maturity | 30/12/2025 |
| Last trading day | 19/12/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.31% |
| Leverage | 151.75 |
| Delta | 0.14 |
| Gamma | 0.03 |
| Vega | 0.05 |
| Distance to Strike | 9.35 |
| Distance to Strike in % | 7.16% |
| Average Spread | 49.31% |
| Last Best Bid Price | 0.01 CHF |
| Last Best Ask Price | 0.02 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 38,263 |
| Average Sell Volume | 38,263 |
| Average Buy Value | 682 CHF |
| Average Sell Value | 1,089 CHF |
| Spreads Availability Ratio | 0.38% |
| Quote Availability | 99.28% |