| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
13:33:58 |
|
0.850
|
0.870
|
CHF |
| Volume |
30,000
|
30,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.860 | ||||
| Diff. absolute / % | -0.01 | -1.16% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1457847585 |
| Valor | 145784758 |
| Symbol | WTEALV |
| Strike | 72.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| 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 | 0.19 |
| Time value | 0.67 |
| Implied volatility | 0.49% |
| Leverage | 5.05 |
| Delta | 0.59 |
| Gamma | 0.04 |
| Vega | 0.16 |
| Distance to Strike | -1.90 |
| Distance to Strike in % | -2.57% |
| Average Spread | 2.57% |
| Last Best Bid Price | 0.87 CHF |
| Last Best Ask Price | 0.89 CHF |
| Last Best Bid Volume | 30,000 |
| Last Best Ask Volume | 30,000 |
| Average Buy Volume | 30,000 |
| Average Sell Volume | 30,000 |
| Average Buy Value | 23,046 CHF |
| Average Sell Value | 23,646 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |