| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
12:45:28 |
|
0.670
|
0.680
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.720 | ||||
| Diff. absolute / % | -0.05 | -6.94% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1457847718 |
| Valor | 145784771 |
| Symbol | WSLAOV |
| Strike | 920.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/07/2025 |
| 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 |
| Intrinsic value | 0.31 |
| Time value | 0.35 |
| Implied volatility | 0.25% |
| Leverage | 10.97 |
| Delta | 0.76 |
| Gamma | 0.01 |
| Vega | 1.55 |
| Distance to Strike | -28.20 |
| Distance to Strike in % | -2.97% |
| Average Spread | 1.47% |
| Last Best Bid Price | 0.68 CHF |
| Last Best Ask Price | 0.69 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 33,688 CHF |
| Average Sell Value | 34,188 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |