| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.04.26
18:05:15 |
|
0.088
|
0.098
|
CHF |
| Volume |
260,000
|
260,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.096 | ||||
| Diff. absolute / % | -0.01 | -10.42% | |||
| Last Price | 0.080 | Volume | 7,500 | |
| Time | 14:38:50 | Date | 06/02/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1489216015 |
| Valor | 148921601 |
| Symbol | WSNAHV |
| Strike | 10.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 3.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/10/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.74% |
| Leverage | 6.55 |
| Delta | 0.28 |
| Gamma | 0.10 |
| Vega | 0.01 |
| Distance to Strike | 4.03 |
| Distance to Strike in % | 67.64% |
| Average Spread | 11.82% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 260,000 |
| Last Best Ask Volume | 260,000 |
| Average Buy Volume | 117,913 |
| Average Sell Volume | 107,826 |
| Average Buy Value | 10,206 CHF |
| Average Sell Value | 10,409 CHF |
| Spreads Availability Ratio | 96.74% |
| Quote Availability | 96.74% |