SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 2.090 | ||||
Diff. absolute / % | 0.06 | +2.96% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274765986 |
Valor | 127476598 |
Symbol | WSLAHV |
Strike | 520.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/07/2023 |
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 | 2.12 |
Time value | 0.02 |
Implied volatility | 0.83% |
Leverage | 3.42 |
Delta | 1.00 |
Distance to Strike | -212.20 |
Distance to Strike in % | -28.98% |
Average Spread | 0.48% |
Last Best Bid Price | 2.03 CHF |
Last Best Ask Price | 2.04 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 103,310 CHF |
Average Sell Value | 103,810 CHF |
Spreads Availability Ratio | 94.13% |
Quote Availability | 94.13% |