SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:21:00 |
![]() |
8.350
|
8.360
|
CHF |
Volume |
50,000
|
50,000
|
Closing prev. day | 8.540 | ||||
Diff. absolute / % | -0.19 | -2.22% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823369 |
Valor | 124582336 |
Symbol | WSPC9V |
Strike | 5,200.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
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 | 4.31 |
Time value | 3.97 |
Implied volatility | 0.06% |
Leverage | 6.64 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 3.79 |
Distance to Strike | -431.22 |
Distance to Strike in % | -7.66% |
Average Spread | 0.12% |
Last Best Bid Price | 8.54 CHF |
Last Best Ask Price | 8.55 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 417,895 CHF |
Average Sell Value | 418,395 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |