| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
18:41:36 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.028 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1412448743 |
| Valor | 141244874 |
| Symbol | WNKA8V |
| Strike | 80.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/03/2025 |
| Date of maturity | 25/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.34% |
| Leverage | 12.03 |
| Delta | 0.21 |
| Gamma | 0.02 |
| Vega | 0.11 |
| Distance to Strike | 12.85 |
| Distance to Strike in % | 19.14% |
| Average Spread | 33.51% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.04 CHF |
| Last Best Bid Volume | 640,000 |
| Last Best Ask Volume | 640,000 |
| Average Buy Volume | 282,926 |
| Average Sell Volume | 282,926 |
| Average Buy Value | 7,226 CHF |
| Average Sell Value | 10,068 CHF |
| Spreads Availability Ratio | 99.97% |
| Quote Availability | 99.97% |