| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.02.26
22:00:06 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.014 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.134 | Volume | 30,000 | |
| Time | 19:42:59 | Date | 02/12/2025 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1428127794 |
| Valor | 142812779 |
| Symbol | WPYB9V |
| Strike | 68.00 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 | 0.58% |
| Leverage | 50.40 |
| Delta | 0.29 |
| Gamma | 0.01 |
| Vega | 0.08 |
| Distance to Strike | 25.65 |
| Distance to Strike in % | 60.57% |
| Average Spread | 91.77% |
| Last Best Bid Price | 0.01 CHF |
| Last Best Ask Price | 0.02 CHF |
| Last Best Bid Volume | 960,000 |
| Last Best Ask Volume | 960,000 |
| Average Buy Volume | 445,598 |
| Average Sell Volume | 445,598 |
| Average Buy Value | 2,674 CHF |
| Average Sell Value | 7,150 CHF |
| Spreads Availability Ratio | 99.98% |
| Quote Availability | 99.98% |