SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
11:21:00 |
![]() |
17.140
|
17.150
|
CHF |
Volume |
45,000
|
45,000
|
Closing prev. day | 17.360 | ||||
Diff. absolute / % | -0.23 | -1.32% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823393 |
Valor | 124582339 |
Symbol | WSPDHV |
Strike | 4,000.00 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 | 16.31 |
Time value | 0.73 |
Leverage | 3.30 |
Delta | 1.00 |
Vega | 0.00 |
Distance to Strike | -1,631.22 |
Distance to Strike in % | -28.97% |
Average Spread | 0.06% |
Last Best Bid Price | 17.36 CHF |
Last Best Ask Price | 17.37 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 | 771,805 CHF |
Average Sell Value | 772,255 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |