| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
16:20:25 |
|
0.840
|
0.860
|
CHF |
| Volume |
40,000
|
40,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.800 | ||||
| Diff. absolute / % | 0.05 | +6.25% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1412405750 |
| Valor | 141240575 |
| Symbol | WSLAFV |
| Strike | 880.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 29/01/2025 |
| 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 | 0.46 |
| Gamma | 0.00 |
| Vega | 2.47 |
| Distance to Strike | 2.40 |
| Distance to Strike in % | 0.27% |
| Average Spread | 6.43% |
| Last Best Bid Price | 0.75 CHF |
| Last Best Ask Price | 0.77 CHF |
| Last Best Bid Volume | 40,000 |
| Last Best Ask Volume | 40,000 |
| Average Buy Volume | 13,813 |
| Average Sell Volume | 13,813 |
| Average Buy Value | 11,743 CHF |
| Average Sell Value | 12,178 CHF |
| Spreads Availability Ratio | 9.48% |
| Quote Availability | 109.26% |