| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
09.07.26
20:46:10 |
|
0.385
|
0.475
|
CHF |
| Volume |
30,000
|
30,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.435 | ||||
| Diff. absolute / % | -0.07 | -16.09% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1489219613 |
| Valor | 148921961 |
| Symbol | WPLFEV |
| Strike | 1,600.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/10/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.04 |
| Time value | 0.38 |
| Implied volatility | 0.34% |
| Leverage | 8.87 |
| Delta | -0.47 |
| Gamma | 0.00 |
| Vega | 2.78 |
| Distance to Strike | -7.20 |
| Distance to Strike in % | -0.45% |
| Average Spread | 9.92% |
| Last Best Bid Price | 0.51 CHF |
| Last Best Ask Price | 0.56 CHF |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 59,991 |
| Average Sell Volume | 59,991 |
| Average Buy Value | 28,017 CHF |
| Average Sell Value | 30,934 CHF |
| Spreads Availability Ratio | 97.99% |
| Quote Availability | 97.99% |