SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.038 | ||||
Diff. absolute / % | -0.01 | -17.39% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274820211 |
Valor | 127482021 |
Symbol | WSCASV |
Strike | 520.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/08/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.17% |
Leverage | 54.89 |
Delta | 0.35 |
Gamma | 0.01 |
Vega | 0.52 |
Distance to Strike | 12.00 |
Distance to Strike in % | 2.36% |
Average Spread | 21.31% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 240,000 |
Last Best Ask Volume | 240,000 |
Average Buy Volume | 240,000 |
Average Sell Volume | 240,000 |
Average Buy Value | 10,165 CHF |
Average Sell Value | 12,565 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |