SIX Structured Products | Geld | Brief | Währung | |
---|---|---|---|---|
Kurs
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16.07.24
12:01:00 |
![]() |
0.465
|
0.475
|
CHF |
Volumen |
30'000
|
30'000
|
Closing Vortag | 0.480 | ||||
Diff. Absolut / % | -0.02 | -3.12% |
Letzter Kurs | - | Volumen | - | |
Zeit | - | Datum | - |
Details | Basiswert | Auszahlungsprofil | Risiko Indikator | Informationen & Tools | Ähnliche Produkte |
Name | Call-Warrant |
ISIN | CH1274836332 |
Valor | 127483633 |
Symbol | WABCYV |
Strike | 130.00 USD |
Produkttyp | Warrants |
Typ | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Produkt | Nein |
Ausübungsstil | American |
Währung | Swiss Franc |
Erster Handelstag | 21.08.2023 |
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 | 0.34 |
Zeitwert | 0.12 |
Implizite Volatilität | 0.30% |
Hebel | 5.69 |
Delta | 0.90 |
Gamma | 0.01 |
Vega | 0.17 |
Abstand Strike | -17.21 |
Abstand Strike in % | -11.69% |
Average Spread | 2.19% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 290'000 |
Last Best Ask Volume | 290'000 |
Average Buy Volume | 92'847 |
Average Sell Volume | 92'847 |
Average Buy Value | 43'447 CHF |
Average Sell Value | 44'380 CHF |
Spreads Availability Ratio | 98.86% |
Quote Availability | 98.86% |