SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
04.04.25
13:21:10 |
![]() |
-
|
-
|
CHF |
Volume |
-
|
-
|
Closing prev. day | 7.970 | ||||
Diff. absolute / % | -1.64 | -20.58% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823880 |
Valor | 124582388 |
Symbol | WDAGZV |
Strike | 18,400.00 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 | 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 | 6.63 |
Time value | 0.58 |
Leverage | 5.48 |
Delta | 0.91 |
Gamma | 0.00 |
Vega | 29.73 |
Distance to Strike | -3,317.39 |
Distance to Strike in % | -15.28% |
Average Spread | 0.16% |
Last Best Bid Price | 7.96 CHF |
Last Best Ask Price | 7.97 CHF |
Last Best Bid Volume | 560,000 |
Last Best Ask Volume | 560,000 |
Average Buy Volume | 534,827 |
Average Sell Volume | 534,827 |
Average Buy Value | 4,412,310 CHF |
Average Sell Value | 4,417,830 CHF |
Spreads Availability Ratio | 93.69% |
Quote Availability | 93.69% |