| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.12.25
11:54:47 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.074 | ||||
| Diff. absolute / % | -0.01 | -9.76% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1428127737 |
| Valor | 142812773 |
| Symbol | WPYBJV |
| Strike | 72.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/03/2025 |
| Date of maturity | 25/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.39% |
| Leverage | 2.59 |
| Delta | 0.11 |
| Gamma | 0.03 |
| Vega | 0.08 |
| Distance to Strike | 12.23 |
| Distance to Strike in % | 20.46% |
| Average Spread | 12.00% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 660,000 |
| Last Best Ask Volume | 660,000 |
| Average Buy Volume | 155,690 |
| Average Sell Volume | 155,690 |
| Average Buy Value | 12,087 CHF |
| Average Sell Value | 13,644 CHF |
| Spreads Availability Ratio | 10.72% |
| Quote Availability | 106.22% |