SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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04.04.25
13:15:00 |
![]() |
0.390
|
0.430
|
CHF |
Volume |
250,000
|
250,000
|
Closing prev. day | 0.245 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1245823625 |
Valor | 124582362 |
Symbol | WDADOV |
Strike | 14,400.00 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 | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.37% |
Leverage | 0.14 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 0.71 |
Distance to Strike | 7,317.39 |
Distance to Strike in % | 33.69% |
Average Spread | 5.77% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 955,155 |
Average Sell Volume | 955,155 |
Average Buy Value | 214,097 CHF |
Average Sell Value | 223,947 CHF |
Spreads Availability Ratio | 94.01% |
Quote Availability | 94.01% |