| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
21:00:45 |
|
0.435
|
0.495
|
CHF |
| Volume |
10,000
|
10,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.540 | ||||
| Diff. absolute / % | 0.01 | +1.18% | |||
| Last Price | 0.580 | Volume | 50,000 | |
| Time | 10:16:41 | Date | 02/12/2025 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1400602608 |
| Valor | 140060260 |
| Symbol | WSCAWV |
| Strike | 560.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| 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 |
| Delta | 0.43 |
| Gamma | 0.01 |
| Vega | 1.54 |
| Distance to Strike | 2.00 |
| Distance to Strike in % | 0.36% |
| Average Spread | 7.97% |
| Last Best Bid Price | 0.52 CHF |
| Last Best Ask Price | 0.54 CHF |
| Last Best Bid Volume | 90,000 |
| Last Best Ask Volume | 90,000 |
| Average Buy Volume | 39,059 |
| Average Sell Volume | 39,059 |
| Average Buy Value | 22,120 CHF |
| Average Sell Value | 23,069 CHF |
| Spreads Availability Ratio | 9.74% |
| Quote Availability | 109.29% |