SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.062 | Volume | 2,700 | |
Time | 12:53:05 | Date | 24/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274766745 |
Valor | 127476674 |
Symbol | WSICBV |
Strike | 260.00 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 |
Implied volatility | 0.40% |
Leverage | 33.24 |
Delta | 0.03 |
Gamma | 0.00 |
Vega | 0.04 |
Distance to Strike | 28.60 |
Distance to Strike in % | 12.36% |
Average Spread | 132.30% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 270,000 |
Last Best Ask Volume | 270,000 |
Average Buy Volume | 261,381 |
Average Sell Volume | 261,381 |
Average Buy Value | 1,068 CHF |
Average Sell Value | 5,228 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |