| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
17:49:16 |
|
0.305
|
0.355
|
CHF |
| Volume |
10,000
|
10,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.370 | ||||
| Diff. absolute / % | -0.07 | -17.57% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1437005742 |
| Valor | 143700574 |
| Symbol | WNOC0V |
| Strike | 4.80 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/04/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Delta | 0.76 |
| Gamma | 0.35 |
| Vega | 0.01 |
| Distance to Strike | -0.51 |
| Distance to Strike in % | -9.60% |
| Average Spread | 9.16% |
| Last Best Bid Price | 0.33 CHF |
| Last Best Ask Price | 0.34 CHF |
| Last Best Bid Volume | 110,000 |
| Last Best Ask Volume | 110,000 |
| Average Buy Volume | 45,316 |
| Average Sell Volume | 45,316 |
| Average Buy Value | 15,212 CHF |
| Average Sell Value | 16,193 CHF |
| Spreads Availability Ratio | 10.29% |
| Quote Availability | 110.06% |