SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:08:00 |
![]() |
0.042
|
0.052
|
CHF |
Volume |
290,000
|
290,000
|
Closing prev. day | 0.050 | ||||
Diff. absolute / % | -0.01 | -12.00% |
Last Price | 0.050 | Volume | 30,000 | |
Time | 11:20:40 | Date | 15/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225162978 |
Valor | 122516297 |
Symbol | WROBLV |
Strike | 300.00 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 | 0.24% |
Leverage | 5.47 |
Delta | 0.04 |
Gamma | 0.00 |
Vega | 0.16 |
Distance to Strike | 43.30 |
Distance to Strike in % | 16.87% |
Average Spread | 19.33% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.06 CHF |
Last Best Bid Volume | 290,000 |
Last Best Ask Volume | 290,000 |
Average Buy Volume | 290,000 |
Average Sell Volume | 290,000 |
Average Buy Value | 13,630 CHF |
Average Sell Value | 16,530 CHF |
Spreads Availability Ratio | 99.88% |
Quote Availability | 99.88% |