SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:26:00 |
![]() |
1.150
|
1.160
|
CHF |
Volume |
40,000
|
40,000
|
Closing prev. day | 1.380 | ||||
Diff. absolute / % | -0.24 | -17.39% |
Last Price | 0.710 | Volume | 3,500 | |
Time | 09:30:19 | Date | 06/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225162739 |
Valor | 122516273 |
Symbol | WSRBLV |
Strike | 100.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/11/2022 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.85 |
Time value | 0.35 |
Implied volatility | 0.30% |
Leverage | 6.83 |
Delta | 0.76 |
Gamma | 0.03 |
Vega | 0.20 |
Distance to Strike | -8.80 |
Distance to Strike in % | -8.09% |
Average Spread | 0.70% |
Last Best Bid Price | 1.38 CHF |
Last Best Ask Price | 1.39 CHF |
Last Best Bid Volume | 40,000 |
Last Best Ask Volume | 40,000 |
Average Buy Volume | 40,000 |
Average Sell Volume | 40,000 |
Average Buy Value | 56,603 CHF |
Average Sell Value | 57,003 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |