SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
15:15:00 |
![]() |
2.070
|
2.080
|
CHF |
Volume |
40,000
|
40,000
|
Closing prev. day | 2.230 | ||||
Diff. absolute / % | -0.15 | -6.73% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274805667 |
Valor | 127480566 |
Symbol | WMUBBV |
Strike | 88.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 |
Leverage | 2.94 |
Delta | 0.93 |
Gamma | 0.00 |
Vega | 0.12 |
Distance to Strike | -42.87 |
Distance to Strike in % | -32.76% |
Average Spread | 0.46% |
Last Best Bid Price | 2.23 CHF |
Last Best Ask Price | 2.24 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 49,110 |
Average Sell Volume | 49,110 |
Average Buy Value | 109,827 CHF |
Average Sell Value | 110,320 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |