SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.022 | ||||
Diff. absolute / % | -0.01 | -26.67% |
Last Price | 0.096 | Volume | 20,000 | |
Time | 11:26:50 | Date | 06/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290618086 |
Valor | 129061808 |
Symbol | WSTA9V |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/09/2023 |
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 | 0.31% |
Leverage | 45.61 |
Delta | 0.26 |
Gamma | 0.03 |
Vega | 0.10 |
Distance to Strike | 8.70 |
Distance to Strike in % | 7.82% |
Average Spread | 34.16% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 220,000 |
Last Best Ask Volume | 220,000 |
Average Buy Volume | 220,000 |
Average Sell Volume | 220,000 |
Average Buy Value | 5,408 CHF |
Average Sell Value | 7,608 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |