SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
22.11.24
13:31:00 |
0.295
|
0.305
|
CHF | |
Volume |
90,000
|
90,000
|
Closing prev. day | 0.295 | ||||
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 | CH1274772511 |
Valor | 127477251 |
Symbol | WPYAQV |
Strike | 72.00 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 | 7.13 |
Delta | 0.97 |
Gamma | 0.01 |
Vega | 0.01 |
Distance to Strike | -12.87 |
Distance to Strike in % | -15.16% |
Average Spread | 3.54% |
Last Best Bid Price | 0.29 CHF |
Last Best Ask Price | 0.30 CHF |
Last Best Bid Volume | 220,000 |
Last Best Ask Volume | 220,000 |
Average Buy Volume | 100,681 |
Average Sell Volume | 100,681 |
Average Buy Value | 28,807 CHF |
Average Sell Value | 29,816 CHF |
Spreads Availability Ratio | 98.37% |
Quote Availability | 98.37% |