| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
27.01.26
18:05:03 |
|
0.032
|
0.120
|
CHF |
| Volume |
30,000
|
30,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.078 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1457878663 |
| Valor | 145787866 |
| Symbol | WPLC8V |
| Strike | 1,200.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/07/2025 |
| 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 |
| Implied volatility | 0.56% |
| Leverage | 7.24 |
| Delta | -0.04 |
| Gamma | 0.00 |
| Vega | 2.08 |
| Distance to Strike | 1,435.70 |
| Distance to Strike in % | 54.47% |
| Average Spread | 93.49% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 60,000 |
| Average Sell Volume | 60,000 |
| Average Buy Value | 1,519 CHF |
| Average Sell Value | 4,159 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |