SIX Structured Products | Geld | Brief | Währung | |
---|---|---|---|---|
Kurs
16.07.24
13:05:00 |
1.090
|
1.100
|
CHF | |
Volumen |
60'000
|
60'000
|
Closing Vortag | 1.160 | ||||
Diff. Absolut / % | -0.09 | -7.76% |
Letzter Kurs | - | Volumen | - | |
Zeit | - | Datum | - |
Details | Basiswert | Auszahlungsprofil | Risiko Indikator | Informationen & Tools | Ähnliche Produkte |
Name | Call-Warrant |
ISIN | CH1274772909 |
Valor | 127477290 |
Symbol | WAMBVV |
Strike | 140.00 USD |
Produkttyp | Warrants |
Typ | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Produkt | Nein |
Ausübungsstil | American |
Währung | Swiss Franc |
Erster Handelstag | 10.07.2023 |
Fälligkeit | 31.12.2024 |
Letzter Handelstag | 20.12.2024 |
Settlement Type | Cash-Zahlung |
IRS 871m | Potentially in scope for combined transactions |
Währungssicherheit | Nein |
Preisstellung | Dirty |
Emittent | Bank Vontobel |
Innerer Wert | 1.00 |
Zeitwert | 0.08 |
Implizite Volatilität | 0.28% |
Hebel | 3.73 |
Delta | 0.90 |
Gamma | 0.00 |
Vega | 0.21 |
Abstand Strike | -39.81 |
Abstand Strike in % | -22.14% |
Average Spread | 0.89% |
Last Best Bid Price | 1.15 CHF |
Last Best Ask Price | 1.16 CHF |
Last Best Bid Volume | 230'000 |
Last Best Ask Volume | 230'000 |
Average Buy Volume | 100'110 |
Average Sell Volume | 100'110 |
Average Buy Value | 115'064 CHF |
Average Sell Value | 116'069 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |