| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.06.26
14:00:31 |
|
0.130 %
|
0.140 %
|
CHF |
| Volume |
600,000
|
600,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.172 | ||||
| Diff. absolute / % | -0.04 | -24.42% | |||
| Last Price | 0.320 | Volume | 7,000 | |
| Time | 09:39:13 | Date | 01/04/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1515875131 |
| Valor | 151587513 |
| Symbol | WUSA7V |
| Strike | 160.00 JPY |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 06/01/2026 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Implied volatility | 0.01% |
| Leverage | 2,962.07 |
| Delta | -0.24 |
| Gamma | 0.13 |
| Vega | 0.25 |
| Distance to Strike | 1.25 |
| Distance to Strike in % | 0.77% |
| Average Spread | 7.61% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 600,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 600,000 |
| Average Buy Value | 75,856 CHF |
| Average Sell Value | 81,856 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |