SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
15:33:00 |
![]() |
1.620
|
1.650
|
CHF |
Volume |
210,000
|
210,000
|
Closing prev. day | 1.690 | ||||
Diff. absolute / % | -0.07 | -4.14% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274772404 |
Valor | 127477240 |
Symbol | WMUADV |
Strike | 60.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/07/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Leverage | 2.01 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.01 |
Distance to Strike | -70.87 |
Distance to Strike in % | -54.15% |
Average Spread | 0.61% |
Last Best Bid Price | 1.69 CHF |
Last Best Ask Price | 1.70 CHF |
Last Best Bid Volume | 210,000 |
Last Best Ask Volume | 210,000 |
Average Buy Volume | 93,668 |
Average Sell Volume | 93,668 |
Average Buy Value | 158,901 CHF |
Average Sell Value | 159,841 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |