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Put-Warrant
Symbol:
WSIFRV
ISIN:
CH1540162596
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.03.26
11:10:51 |
|
1.270 %
|
1.310 %
|
CHF |
| Volume |
80,000
|
80,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 1.560 | ||||
| Diff. absolute / % | -0.32 | -20.51% | |||
Determined prices
| Last Price | 1.370 | Volume | 2,000 | |
| Time | 09:28:44 | Date | 30/03/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1540162596 |
| Valor | 154016259 |
| Symbol | WSIFRV |
| Strike | 66.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/03/2026 |
| Date of maturity | 24/04/2026 |
| Last trading day | 17/04/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Implied volatility | 0.76% |
| Leverage | 7.72 |
| Delta | -0.28 |
| Gamma | 0.04 |
| Vega | 0.05 |
| Distance to Strike | 4.33 |
| Distance to Strike in % | 6.15% |
market maker quality Date: 27/03/2026
| Average Spread | 2.54% |
| Last Best Bid Price | 1.30 CHF |
| Last Best Ask Price | 1.34 CHF |
| Last Best Bid Volume | 80,000 |
| Last Best Ask Volume | 80,000 |
| Average Buy Volume | 80,000 |
| Average Sell Volume | 80,000 |
| Average Buy Value | 125,062 CHF |
| Average Sell Value | 128,262 CHF |
| Spreads Availability Ratio | 99.34% |
| Quote Availability | 99.34% |
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