SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
12:11:00 |
0.154
|
0.164
|
CHF | |
Volume |
75,000
|
75,000
|
Closing prev. day | 0.164 | ||||
Diff. absolute / % | -0.01 | -6.10% |
Last Price | 0.164 | Volume | 5,000 | |
Time | 13:46:08 | Date | 15/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1245823229 |
Valor | 124582322 |
Symbol | WNAFDV |
Strike | 9,600.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 06/03/2023 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.39% |
Leverage | 0.00 |
Vega | 0.00 |
Distance to Strike | 10,786.88 |
Distance to Strike in % | 52.91% |
Average Spread | 6.33% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 74,858 |
Average Sell Volume | 74,858 |
Average Buy Value | 11,514 CHF |
Average Sell Value | 12,264 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |