| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.10.26
21:50:01 |
|
-
|
0.360
|
CHF |
| Volume |
0
|
5,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.248 | ||||
| Diff. absolute / % | -0.02 | -8.87% | |||
| Last Price | 0.380 | Volume | 5,000 | |
| Time | 17:53:52 | Date | 28/09/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1457848633 |
| Valor | 145784863 |
| Symbol | WCLAWV |
| Strike | 10.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 3.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/07/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.09 |
| Time value | 0.15 |
| Implied volatility | 0.40% |
| Leverage | 8.95 |
| Delta | 0.62 |
| Gamma | 0.48 |
| Vega | 0.02 |
| Distance to Strike | -0.26 |
| Distance to Strike in % | -2.53% |
| Average Spread | 3.87% |
| Last Best Bid Price | 0.23 CHF |
| Last Best Ask Price | 0.24 CHF |
| Last Best Bid Volume | 220,000 |
| Last Best Ask Volume | 220,000 |
| Average Buy Volume | 220,000 |
| Average Sell Volume | 220,000 |
| Average Buy Value | 55,804 CHF |
| Average Sell Value | 58,004 CHF |
| Spreads Availability Ratio | 99.97% |
| Quote Availability | 99.97% |