SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
16:46:00 |
![]() |
0.076
|
0.086
|
CHF |
Volume |
400,000
|
400,000
|
Closing prev. day | 0.090 | ||||
Diff. absolute / % | -0.02 | -17.78% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274805584 |
Valor | 127480558 |
Symbol | WINF4V |
Strike | 46.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 31/07/2023 |
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 | 0.41% |
Leverage | 5.26 |
Delta | 0.12 |
Gamma | 0.03 |
Vega | 0.04 |
Distance to Strike | 11.52 |
Distance to Strike in % | 33.41% |
Average Spread | 11.21% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 380,000 |
Last Best Ask Volume | 380,000 |
Average Buy Volume | 189,741 |
Average Sell Volume | 189,741 |
Average Buy Value | 16,398 CHF |
Average Sell Value | 18,303 CHF |
Spreads Availability Ratio | 99.06% |
Quote Availability | 99.06% |