SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:43:00 |
![]() |
15.410
|
15.420
|
CHF |
Volume |
40,000
|
40,000
|
Closing prev. day | 15.670 | ||||
Diff. absolute / % | -0.23 | -1.47% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823286 |
Valor | 124582328 |
Symbol | WNAGKV |
Strike | 12,800.00 Points |
Type | Warrants |
Type | Bull |
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 |
Intrinsic value | 15.17 |
Time value | 0.22 |
Leverage | 2.69 |
Delta | 1.01 |
Gamma | 0.00 |
Vega | 0.14 |
Distance to Strike | -7,586.88 |
Distance to Strike in % | -37.21% |
Average Spread | 0.07% |
Last Best Bid Price | 15.67 CHF |
Last Best Ask Price | 15.68 CHF |
Last Best Bid Volume | 40,000 |
Last Best Ask Volume | 40,000 |
Average Buy Volume | 39,924 |
Average Sell Volume | 39,924 |
Average Buy Value | 615,910 CHF |
Average Sell Value | 616,310 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |