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Call-Warrant
Symbol:
WSRCAV
ISIN:
CH1400600586
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
21:50:00 |
|
0.010
|
-
|
CHF |
| Volume |
2,000
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.158 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.158 | Volume | 5,000 | |
| Time | 17:10:06 | Date | 17/12/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1400600586 |
| Valor | 140060058 |
| Symbol | WSRCAV |
| Strike | 130.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/01/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.03 |
| Time value | 0.15 |
| Implied volatility | 0.22% |
| Leverage | 9.62 |
| Delta | 0.52 |
| Gamma | 0.02 |
| Vega | 0.36 |
| Distance to Strike | -1.15 |
| Distance to Strike in % | -0.88% |
market maker quality Date: 17/12/2025
| Average Spread | 10.06% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 CHF |
| Last Best Bid Volume | 170,000 |
| Last Best Ask Volume | 170,000 |
| Average Buy Volume | 67,888 |
| Average Sell Volume | 67,888 |
| Average Buy Value | 10,809 CHF |
| Average Sell Value | 11,515 CHF |
| Spreads Availability Ratio | 9.10% |
| Quote Availability | 108.84% |
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