SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
12:14:00 |
![]() |
0.375
|
0.385
|
CHF |
Volume |
120,000
|
120,000
|
Closing prev. day | 0.415 | ||||
Diff. absolute / % | -0.05 | -10.84% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1302018374 |
Valor | 130201837 |
Symbol | WNOBKV |
Strike | 2.80 EUR |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/12/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Leverage | 4.82 |
Delta | 1.00 |
Gamma | 0.01 |
Vega | 0.00 |
Distance to Strike | -0.82 |
Distance to Strike in % | -22.72% |
Average Spread | 2.36% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.42 CHF |
Last Best Bid Volume | 120,000 |
Last Best Ask Volume | 120,000 |
Average Buy Volume | 120,000 |
Average Sell Volume | 120,000 |
Average Buy Value | 50,348 CHF |
Average Sell Value | 51,548 CHF |
Spreads Availability Ratio | 96.97% |
Quote Availability | 100.00% |