SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
15:47:00 |
0.092
|
0.102
|
CHF | |
Volume |
1.00 m.
|
1.00 m.
|
Closing prev. day | 0.110 | ||||
Diff. absolute / % | -0.01 | -12.73% |
Last Price | 0.094 | Volume | 3,300 | |
Time | 12:52:37 | Date | 05/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274773410 |
Valor | 127477341 |
Symbol | WTSANV |
Strike | 320.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
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 | 0.62% |
Leverage | 4.94 |
Delta | 0.38 |
Gamma | 0.00 |
Vega | 0.63 |
Distance to Strike | 67.33 |
Distance to Strike in % | 26.65% |
Average Spread | 9.76% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 865,382 |
Average Sell Volume | 865,382 |
Average Buy Value | 87,826 CHF |
Average Sell Value | 96,537 CHF |
Spreads Availability Ratio | 98.75% |
Quote Availability | 98.75% |