| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.02.26
21:39:46 |
|
0.132
|
0.142
|
CHF |
| Volume |
1.00 m.
|
1.00 m.
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.142 | ||||
| Diff. absolute / % | -0.03 | -18.18% | |||
| Last Price | 0.142 | Volume | 30,000 | |
| Time | 21:17:06 | Date | 24/02/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1483532813 |
| Valor | 148353281 |
| Symbol | WTSARV |
| Strike | 560.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/09/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.44% |
| Leverage | 3.54 |
| Delta | 0.21 |
| Gamma | 0.00 |
| Vega | 1.06 |
| Distance to Strike | 152.53 |
| Distance to Strike in % | 37.43% |
| Average Spread | 7.57% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 1,000,000 |
| Average Buy Volume | 788,809 |
| Average Sell Volume | 788,809 |
| Average Buy Value | 103,455 CHF |
| Average Sell Value | 111,386 CHF |
| Spreads Availability Ratio | 99.01% |
| Quote Availability | 99.01% |