| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
11:16:26 |
|
0.072
|
0.082
|
CHF |
| Volume |
170,000
|
170,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.058 | ||||
| Diff. absolute / % | 0.01 | +24.14% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1513536859 |
| Valor | 151353685 |
| Symbol | WMSCHV |
| Strike | 180.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/12/2025 |
| 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 | 0.88% |
| Leverage | 3.27 |
| Delta | 0.20 |
| Gamma | 0.01 |
| Vega | 0.19 |
| Distance to Strike | 60.76 |
| Distance to Strike in % | 50.96% |
| Average Spread | 12.13% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 820,000 |
| Last Best Ask Volume | 820,000 |
| Average Buy Volume | 344,047 |
| Average Sell Volume | 329,067 |
| Average Buy Value | 26,872 CHF |
| Average Sell Value | 28,903 CHF |
| Spreads Availability Ratio | 90.85% |
| Quote Availability | 90.85% |