SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:23:00 |
![]() |
0.345
|
0.355
|
CHF |
Volume |
120,000
|
120,000
|
Closing prev. day | 0.435 | ||||
Diff. absolute / % | -0.09 | -20.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225162929 |
Valor | 122516292 |
Symbol | WZUBQV |
Strike | 480.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
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 |
Implied volatility | 0.20% |
Leverage | 9.64 |
Delta | 0.38 |
Gamma | 0.01 |
Vega | 1.14 |
Distance to Strike | 5.50 |
Distance to Strike in % | 1.16% |
Average Spread | 2.13% |
Last Best Bid Price | 0.43 CHF |
Last Best Ask Price | 0.44 CHF |
Last Best Bid Volume | 120,000 |
Last Best Ask Volume | 120,000 |
Average Buy Volume | 120,000 |
Average Sell Volume | 120,000 |
Average Buy Value | 55,753 CHF |
Average Sell Value | 56,953 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |