SIX Structured Products | Geld | Brief | Währung | |
---|---|---|---|---|
Kurs
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16.07.24
16:08:00 |
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1.180
|
1.190
|
CHF |
Volumen |
200'000
|
200'000
|
Closing Vortag | 1.250 | ||||
Diff. Absolut / % | -0.04 | -3.20% |
Letzter Kurs | - | Volumen | - | |
Zeit | - | Datum | - |
Details | Basiswert | Auszahlungsprofil | Risiko Indikator | Informationen & Tools | Ähnliche Produkte |
Name | Call-Warrant |
ISIN | CH1245876003 |
Valor | 124587600 |
Symbol | WAAA9V |
Strike | 220.00 USD |
Produkttyp | Warrants |
Typ | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Produkt | Nein |
Ausübungsstil | American |
Währung | Swiss Franc |
Erster Handelstag | 05.04.2023 |
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 | 0.72 |
Zeitwert | 0.52 |
Implizite Volatilität | 0.22% |
Hebel | 6.99 |
Delta | 0.74 |
Gamma | 0.01 |
Vega | 0.50 |
Abstand Strike | -14.43 |
Abstand Strike in % | -6.16% |
Average Spread | 0.85% |
Last Best Bid Price | 1.25 CHF |
Last Best Ask Price | 1.26 CHF |
Last Best Bid Volume | 210'000 |
Last Best Ask Volume | 210'000 |
Average Buy Volume | 119'334 |
Average Sell Volume | 119'334 |
Average Buy Value | 144'278 CHF |
Average Sell Value | 145'476 CHF |
Spreads Availability Ratio | 98.86% |
Quote Availability | 98.86% |