SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
12:23:00 |
![]() |
3.210
|
3.220
|
CHF |
Volume |
80,000
|
80,000
|
Closing prev. day | 3.360 | ||||
Diff. absolute / % | -0.17 | -5.06% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245798181 |
Valor | 124579818 |
Symbol | WESCIV |
Strike | 4,400.00 Points |
Type | Warrants |
Type | Bull |
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 |
Intrinsic value | 2.92 |
Time value | 0.28 |
Leverage | 7.46 |
Delta | 0.96 |
Gamma | 0.00 |
Vega | 2.89 |
Distance to Strike | -583.11 |
Distance to Strike in % | -11.70% |
Average Spread | 0.29% |
Last Best Bid Price | 3.35 CHF |
Last Best Ask Price | 3.36 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 80,000 |
Average Buy Volume | 80,000 |
Average Sell Volume | 80,000 |
Average Buy Value | 276,312 CHF |
Average Sell Value | 277,112 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |