| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.04.26
22:00:03 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.096 | ||||
| Diff. absolute / % | 0.03 | +33.33% | |||
| Last Price | 0.050 | Volume | 15,000 | |
| Time | 16:08:19 | Date | 27/01/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1428128057 |
| Valor | 142812805 |
| Symbol | WNFCLV |
| Strike | 116.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| 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 | 0.33% |
| Leverage | 10.77 |
| Delta | 0.21 |
| Gamma | 0.03 |
| Vega | 0.13 |
| Distance to Strike | 10.98 |
| Distance to Strike in % | 10.46% |
| Average Spread | 10.62% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.11 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 80,799 |
| Average Sell Volume | 80,799 |
| Average Buy Value | 7,592 CHF |
| Average Sell Value | 8,407 CHF |
| Spreads Availability Ratio | 99.78% |
| Quote Availability | 99.78% |