| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
10:57:16 |
|
0.370
|
0.380
|
CHF |
| Volume |
70,000
|
70,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.360 | ||||
| Diff. absolute / % | 0.01 | +2.78% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1553824330 |
| Valor | 155382433 |
| Symbol | WMRB2V |
| Strike | 160.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/04/2026 |
| Date of maturity | 30/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.35% |
| Leverage | 3.65 |
| Delta | 0.20 |
| Gamma | 0.01 |
| Vega | 0.32 |
| Distance to Strike | 25.00 |
| Distance to Strike in % | 18.52% |
| Average Spread | 2.93% |
| Last Best Bid Price | 0.36 CHF |
| Last Best Ask Price | 0.37 CHF |
| Last Best Bid Volume | 70,000 |
| Last Best Ask Volume | 70,000 |
| Average Buy Volume | 69,276 |
| Average Sell Volume | 69,276 |
| Average Buy Value | 23,781 CHF |
| Average Sell Value | 24,475 CHF |
| Spreads Availability Ratio | 99.98% |
| Quote Availability | 99.98% |