SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.084 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1260748459 |
Valor | 126074845 |
Symbol | WSMCBV |
Strike | 14,400.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 26/04/2023 |
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 | 0.12% |
Leverage | 37.04 |
Delta | 0.11 |
Gamma | 0.00 |
Vega | 19.70 |
Distance to Strike | 2,088.19 |
Distance to Strike in % | 16.96% |
Average Spread | 9.15% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 125,000 |
Average Sell Volume | 125,000 |
Average Buy Value | 13,053 CHF |
Average Sell Value | 14,303 CHF |
Spreads Availability Ratio | 99.92% |
Quote Availability | 99.92% |