SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
10:50:00 |
![]() |
0.650
|
0.660
|
CHF |
Volume |
1.00 m.
|
1.00 m.
|
Closing prev. day | 0.650 | ||||
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 | 0.24% |
Leverage | 0.41 |
Delta | -0.01 |
Gamma | 0.00 |
Vega | 4.57 |
Distance to Strike | 4,190.89 |
Distance to Strike in % | 22.54% |
Average Spread | 1.57% |
Last Best Bid Price | 0.65 CHF |
Last Best Ask Price | 0.66 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 1,000,000 |
Average Buy Value | 632,625 CHF |
Average Sell Value | 642,625 CHF |
Spreads Availability Ratio | 99.10% |
Quote Availability | 99.10% |