SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
12:21:00 |
0.222
|
0.232
|
CHF | |
Volume |
140,000
|
140,000
|
Closing prev. day | 0.204 | ||||
Diff. absolute / % | 0.02 | +8.82% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1245797860 |
Valor | 124579786 |
Symbol | WESAZV |
Strike | 4,400.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 21/02/2023 |
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 | 4.55 |
Delta | -0.04 |
Gamma | 0.00 |
Vega | 2.89 |
Distance to Strike | 583.11 |
Distance to Strike in % | 11.70% |
Average Spread | 5.02% |
Last Best Bid Price | 0.20 CHF |
Last Best Ask Price | 0.21 CHF |
Last Best Bid Volume | 140,000 |
Last Best Ask Volume | 140,000 |
Average Buy Volume | 140,000 |
Average Sell Volume | 140,000 |
Average Buy Value | 27,212 CHF |
Average Sell Value | 28,612 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |