| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.10.26
22:00:07 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.072 | ||||
| Diff. absolute / % | -0.02 | -25.00% | |||
| Last Price | 0.088 | Volume | 6,000 | |
| Time | 15:56:42 | Date | 14/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1457872013 |
| Valor | 145787201 |
| Symbol | WTSB1V |
| Strike | 400.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/07/2025 |
| 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 | 0.40% |
| Leverage | 11.26 |
| Delta | 0.33 |
| Gamma | 0.01 |
| Vega | 0.52 |
| Distance to Strike | 29.64 |
| Distance to Strike in % | 8.00% |
| Average Spread | 17.07% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 1,000,000 |
| Average Buy Volume | 821,535 |
| Average Sell Volume | 821,535 |
| Average Buy Value | 47,078 CHF |
| Average Sell Value | 55,309 CHF |
| Spreads Availability Ratio | 99.17% |
| Quote Availability | 99.17% |