SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
14:33:00 |
![]() |
1.170
|
1.180
|
CHF |
Volume |
100,000
|
100,000
|
Closing prev. day | 1.230 | ||||
Diff. absolute / % | -0.06 | -4.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274772917 |
Valor | 127477291 |
Symbol | WAMBWV |
Strike | 120.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
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 | 3.01 |
Delta | 0.97 |
Gamma | 0.00 |
Vega | 0.08 |
Distance to Strike | -59.81 |
Distance to Strike in % | -33.26% |
Average Spread | 0.84% |
Last Best Bid Price | 1.22 CHF |
Last Best Ask Price | 1.23 CHF |
Last Best Bid Volume | 260,000 |
Last Best Ask Volume | 260,000 |
Average Buy Volume | 114,323 |
Average Sell Volume | 114,323 |
Average Buy Value | 138,776 CHF |
Average Sell Value | 139,924 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |