| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.12.25
16:57:28 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 2.900 | ||||
| Diff. absolute / % | - | - | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1400602368 |
| Valor | 140060236 |
| Symbol | WSDBNV |
| Strike | 44.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/01/2025 |
| Date of maturity | 29/12/2025 |
| Last trading day | 18/12/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 2.76 |
| Time value | 0.20 |
| Leverage | 3.71 |
| Delta | 0.95 |
| Gamma | 0.02 |
| Vega | 0.05 |
| Distance to Strike | -13.80 |
| Distance to Strike in % | -23.88% |
| Average Spread | 2.23% |
| Last Best Bid Price | 2.84 CHF |
| Last Best Ask Price | 2.81 CHF |
| Last Best Bid Volume | 20,000 |
| Last Best Ask Volume | 20,000 |
| Average Buy Volume | 10,226 |
| Average Sell Volume | 10,226 |
| Average Buy Value | 27,377 CHF |
| Average Sell Value | 27,743 CHF |
| Spreads Availability Ratio | 9.33% |
| Quote Availability | 109.12% |