| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.07.26
10:46:00 |
|
1.890
|
1.900
|
CHF |
| Volume |
220,000
|
220,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.990 | ||||
| Diff. absolute / % | -0.10 | -5.03% | |||
| Last Price | 1.990 | Volume | 20,000 | |
| Time | 21:40:50 | Date | 20/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1579697785 |
| Valor | 157969778 |
| Symbol | WSMCHV |
| Strike | 14,400.00 Points |
| Type | Warrants |
| Type | Bear |
| Ratio | 500.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 26/06/2026 |
| Date of maturity | 25/06/2027 |
| Last trading day | 18/06/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.29 |
| Time value | 1.59 |
| Implied volatility | 0.16% |
| Leverage | 7.84 |
| Delta | -0.52 |
| Gamma | 0.00 |
| Vega | 54.18 |
| Distance to Strike | -145.64 |
| Distance to Strike in % | -1.02% |
| Average Spread | 0.53% |
| Last Best Bid Price | 1.90 CHF |
| Last Best Ask Price | 1.91 CHF |
| Last Best Bid Volume | 230,000 |
| Last Best Ask Volume | 230,000 |
| Average Buy Volume | 230,000 |
| Average Sell Volume | 230,000 |
| Average Buy Value | 429,692 CHF |
| Average Sell Value | 431,992 CHF |
| Spreads Availability Ratio | 99.67% |
| Quote Availability | 99.67% |