SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:12:00 |
![]() |
0.134
|
0.144
|
CHF |
Volume |
650,000
|
650,000
|
Closing prev. day | 0.158 | ||||
Diff. absolute / % | -0.02 | -13.92% |
Last Price | 0.094 | Volume | 23,000 | |
Time | 11:45:11 | Date | 12/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274773394 |
Valor | 127477339 |
Symbol | WTSA1V |
Strike | 360.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
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 |
Implied volatility | 0.63% |
Leverage | 5.06 |
Delta | 0.27 |
Gamma | 0.00 |
Vega | 0.55 |
Distance to Strike | 107.33 |
Distance to Strike in % | 42.48% |
Average Spread | 7.00% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 577,401 |
Average Sell Volume | 577,401 |
Average Buy Value | 84,130 CHF |
Average Sell Value | 89,945 CHF |
Spreads Availability Ratio | 98.75% |
Quote Availability | 98.75% |