SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
11:10:00 |
![]() |
14.050
|
14.060
|
CHF |
Volume |
45,000
|
45,000
|
Closing prev. day | 14.290 | ||||
Diff. absolute / % | -0.22 | -1.54% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823385 |
Valor | 124582338 |
Symbol | WSPDBV |
Strike | 4,400.00 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 | 12.31 |
Time value | 1.73 |
Leverage | 4.01 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.01 |
Distance to Strike | -1,231.22 |
Distance to Strike in % | -21.86% |
Average Spread | 0.07% |
Last Best Bid Price | 14.29 CHF |
Last Best Ask Price | 14.30 CHF |
Last Best Bid Volume | 45,000 |
Last Best Ask Volume | 45,000 |
Average Buy Volume | 45,000 |
Average Sell Volume | 45,000 |
Average Buy Value | 634,018 CHF |
Average Sell Value | 634,468 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |