SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
14:22:00 |
![]() |
1.650
|
1.660
|
CHF |
Volume |
80,000
|
80,000
|
Closing prev. day | 1.740 | ||||
Diff. absolute / % | -0.09 | -5.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274836316 |
Valor | 127483631 |
Symbol | WAMFCV |
Strike | 110.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/08/2023 |
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 | 2.69 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.04 |
Distance to Strike | -69.81 |
Distance to Strike in % | -38.82% |
Average Spread | 0.60% |
Last Best Bid Price | 1.73 CHF |
Last Best Ask Price | 1.74 CHF |
Last Best Bid Volume | 210,000 |
Last Best Ask Volume | 210,000 |
Average Buy Volume | 95,475 |
Average Sell Volume | 95,475 |
Average Buy Value | 164,363 CHF |
Average Sell Value | 165,321 CHF |
Spreads Availability Ratio | 99.94% |
Quote Availability | 99.94% |