| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.12.25
18:05:49 |
|
0.330
|
0.340
|
CHF |
| Volume |
370,000
|
370,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.365 | ||||
| Diff. absolute / % | -0.01 | -2.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1457879489 |
| Valor | 145787948 |
| Symbol | WUSACV |
| Strike | 148.00 JPY |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 08/07/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
| Leverage | 4,032.15 |
| Delta | 0.86 |
| Gamma | 0.04 |
| Vega | 0.18 |
| Distance to Strike | -6.61 |
| Distance to Strike in % | -4.28% |
| Average Spread | 2.79% |
| Last Best Bid Price | 0.35 CHF |
| Last Best Ask Price | 0.36 CHF |
| Last Best Bid Volume | 360,000 |
| Last Best Ask Volume | 360,000 |
| Average Buy Volume | 360,000 |
| Average Sell Volume | 360,000 |
| Average Buy Value | 127,082 CHF |
| Average Sell Value | 130,682 CHF |
| Spreads Availability Ratio | 10.63% |
| Quote Availability | 108.51% |