| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.12.25
15:14:11 |
|
0.042
|
0.052
|
CHF |
| Volume |
600,000
|
600,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.058 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1437019313 |
| Valor | 143701931 |
| Symbol | WUSD2V |
| Strike | 160.00 JPY |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 08/04/2025 |
| 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 |
| Implied volatility | 0.03% |
| Leverage | 4,258.53 |
| Delta | 0.11 |
| Gamma | 0.04 |
| Vega | 0.15 |
| Distance to Strike | 5.28 |
| Distance to Strike in % | 3.41% |
| Average Spread | 18.87% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 600,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 600,000 |
| Average Buy Value | 28,800 CHF |
| Average Sell Value | 34,800 CHF |
| Spreads Availability Ratio | 19.67% |
| Quote Availability | 116.29% |