| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
14:55:09 |
|
0.066
|
0.076
|
CHF |
| Volume |
90,000
|
90,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.082 | ||||
| Diff. absolute / % | -0.02 | -19.51% | |||
| Last Price | 0.032 | Volume | 50,000 | |
| Time | 09:33:48 | Date | 01/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1400600677 |
| Valor | 140060067 |
| Symbol | WSRCTV |
| Strike | 160.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/01/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.25% |
| Leverage | 0.99 |
| Delta | 0.01 |
| Gamma | 0.00 |
| Vega | 0.02 |
| Distance to Strike | 20.50 |
| Distance to Strike in % | 14.70% |
| Average Spread | 12.69% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 90,000 |
| Last Best Ask Volume | 90,000 |
| Average Buy Volume | 90,000 |
| Average Sell Volume | 90,000 |
| Average Buy Value | 6,648 CHF |
| Average Sell Value | 7,548 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |