| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
28.07.26
17:52:31 |
|
1.680 %
|
1.690 %
|
CHF |
| Volume |
90,000
|
90,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.400 | ||||
| Diff. absolute / % | 0.33 | +23.57% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1588807870 |
| Valor | 158880787 |
| Symbol | WSINCV |
| Strike | 60.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/07/2026 |
| Date of maturity | 28/08/2026 |
| Last trading day | 21/08/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 1.57 |
| Time value | 0.16 |
| Implied volatility | 0.26% |
| Leverage | 11.36 |
| Delta | -0.69 |
| Gamma | 0.07 |
| Vega | 0.05 |
| Distance to Strike | -3.14 |
| Distance to Strike in % | -5.52% |
| Average Spread | 0.76% |
| Last Best Bid Price | 1.41 CHF |
| Last Best Ask Price | 1.42 CHF |
| Last Best Bid Volume | 90,000 |
| Last Best Ask Volume | 90,000 |
| Average Buy Volume | 89,926 |
| Average Sell Volume | 89,926 |
| Average Buy Value | 118,842 CHF |
| Average Sell Value | 119,742 CHF |
| Spreads Availability Ratio | 99.55% |
| Quote Availability | 99.55% |