SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
13:10:00 |
3.000
|
3.010
|
CHF | |
Volume |
80,000
|
80,000
|
Closing prev. day | 3.070 | ||||
Diff. absolute / % | -0.07 | -2.28% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274786529 |
Valor | 127478652 |
Symbol | WNVASV |
Strike | 64.00 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 | 2.14 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.02 |
Distance to Strike | -64.43 |
Distance to Strike in % | -50.17% |
Average Spread | 0.34% |
Last Best Bid Price | 3.06 CHF |
Last Best Ask Price | 3.07 CHF |
Last Best Bid Volume | 270,000 |
Last Best Ask Volume | 270,000 |
Average Buy Volume | 120,179 |
Average Sell Volume | 120,179 |
Average Buy Value | 367,223 CHF |
Average Sell Value | 368,430 CHF |
Spreads Availability Ratio | 97.71% |
Quote Availability | 97.71% |