| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.10.26
22:00:01 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.275 | ||||
| Diff. absolute / % | 0.03 | +9.09% | |||
| Last Price | 0.300 | Volume | 1,000 | |
| Time | 08:01:15 | Date | 08/09/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1573876831 |
| Valor | 157387683 |
| Symbol | WBEA3V |
| Strike | 240.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/06/2026 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.24 |
| Time value | 0.06 |
| Implied volatility | 0.63% |
| Leverage | 3.67 |
| Delta | 0.75 |
| Gamma | 0.00 |
| Vega | 0.42 |
| Distance to Strike | -47.25 |
| Distance to Strike in % | -16.45% |
| Average Spread | 3.09% |
| Last Best Bid Price | 0.28 CHF |
| Last Best Ask Price | 0.29 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 450,000 |
| Average Buy Volume | 196,028 |
| Average Sell Volume | 196,028 |
| Average Buy Value | 62,536 CHF |
| Average Sell Value | 64,504 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |