SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
11:11:00 |
4.930
|
4.940
|
CHF | |
Volume |
560,000
|
560,000
|
Closing prev. day | 5.160 | ||||
Diff. absolute / % | -0.22 | -4.26% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823690 |
Valor | 124582369 |
Symbol | WDAEDV |
Strike | 16,400.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 06/03/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 4.38 |
Time value | 0.51 |
Implied volatility | 0.09% |
Leverage | 7.44 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 6.37 |
Distance to Strike | -2,190.89 |
Distance to Strike in % | -11.78% |
Average Spread | 0.19% |
Last Best Bid Price | 5.15 CHF |
Last Best Ask Price | 5.16 CHF |
Last Best Bid Volume | 550,000 |
Last Best Ask Volume | 550,000 |
Average Buy Volume | 550,000 |
Average Sell Volume | 550,000 |
Average Buy Value | 2,882,390 CHF |
Average Sell Value | 2,887,890 CHF |
Spreads Availability Ratio | 99.10% |
Quote Availability | 99.10% |