| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
14:19:09 |
|
0.142
|
0.152
|
CHF |
| Volume |
190,000
|
190,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.142 | ||||
| Diff. absolute / % | -0.00 | -1.41% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1499930910 |
| Valor | 149993091 |
| Symbol | WGOBOV |
| Strike | 400.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 01/12/2025 |
| 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 |
| Implied volatility | 0.31% |
| Leverage | 13.21 |
| Delta | 0.27 |
| Gamma | 0.00 |
| Vega | 0.64 |
| Distance to Strike | 58.33 |
| Distance to Strike in % | 17.07% |
| Average Spread | 7.19% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 370,000 |
| Last Best Ask Volume | 370,000 |
| Average Buy Volume | 188,207 |
| Average Sell Volume | 188,207 |
| Average Buy Value | 25,893 CHF |
| Average Sell Value | 27,782 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |