| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
19:13:39 |
|
0.166 %
|
0.176 %
|
CHF |
| Volume |
20,000
|
20,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.164 | ||||
| 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 | CH1579691879 |
| Valor | 157969187 |
| Symbol | WSTB8V |
| Strike | 4.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 3.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 26/06/2026 |
| Date of maturity | 24/12/2026 |
| Last trading day | 17/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Intrinsic value | 0.15 |
| Time value | 0.01 |
| Implied volatility | 0.37% |
| Leverage | 5.18 |
| Delta | -0.70 |
| Gamma | 0.48 |
| Vega | 0.00 |
| Distance to Strike | -0.46 |
| Distance to Strike in % | -12.99% |
| Average Spread | 7.49% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 CHF |
| Last Best Bid Volume | 270,000 |
| Last Best Ask Volume | 270,000 |
| Average Buy Volume | 258,356 |
| Average Sell Volume | 258,356 |
| Average Buy Value | 33,811 CHF |
| Average Sell Value | 36,394 CHF |
| Spreads Availability Ratio | 98.22% |
| Quote Availability | 98.22% |