SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 4.090 | ||||
Diff. absolute / % | -0.38 | -8.30% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823856 |
Valor | 124582385 |
Symbol | WDAGWV |
Strike | 19,200.00 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 | 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 |
Intrinsic value | 1.54 |
Time value | 2.47 |
Implied volatility | 0.16% |
Leverage | 7.77 |
Delta | 0.78 |
Gamma | 0.00 |
Vega | 58.98 |
Distance to Strike | -769.86 |
Distance to Strike in % | -3.86% |
Average Spread | 0.23% |
Last Best Bid Price | 4.19 CHF |
Last Best Ask Price | 4.20 CHF |
Last Best Bid Volume | 690,000 |
Last Best Ask Volume | 690,000 |
Average Buy Volume | 647,911 |
Average Sell Volume | 647,911 |
Average Buy Value | 2,765,890 CHF |
Average Sell Value | 2,772,370 CHF |
Spreads Availability Ratio | 98.76% |
Quote Availability | 98.76% |