SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:44:00 |
![]() |
3.160
|
3.170
|
CHF |
Volume |
80,000
|
80,000
|
Closing prev. day | 3.230 | ||||
Diff. absolute / % | -0.07 | -2.17% |
Last Price | 3.120 | Volume | 10,000 | |
Time | 09:29:48 | Date | 12/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274786503 |
Valor | 127478650 |
Symbol | WNVARV |
Strike | 60.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/07/2023 |
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 | 2.03 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.01 |
Distance to Strike | -68.43 |
Distance to Strike in % | -53.28% |
Average Spread | 0.32% |
Last Best Bid Price | 3.23 CHF |
Last Best Ask Price | 3.24 CHF |
Last Best Bid Volume | 270,000 |
Last Best Ask Volume | 270,000 |
Average Buy Volume | 120,199 |
Average Sell Volume | 120,199 |
Average Buy Value | 387,571 CHF |
Average Sell Value | 388,777 CHF |
Spreads Availability Ratio | 97.71% |
Quote Availability | 97.71% |