SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
16:07:00 |
![]() |
0.610
|
0.640
|
CHF |
Volume |
90,000
|
90,000
|
Closing prev. day | 0.650 | ||||
Diff. absolute / % | -0.04 | -6.15% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312981850 |
Valor | 131298185 |
Symbol | WNEADV |
Strike | 64.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/01/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.35 |
Time value | 0.23 |
Implied volatility | 0.25% |
Leverage | 4.46 |
Delta | 0.73 |
Gamma | 0.01 |
Vega | 0.22 |
Distance to Strike | -7.00 |
Distance to Strike in % | -9.86% |
Average Spread | 8.68% |
Last Best Bid Price | 0.62 CHF |
Last Best Ask Price | 0.65 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 80,000 |
Average Buy Volume | 27,333 |
Average Sell Volume | 27,333 |
Average Buy Value | 17,673 CHF |
Average Sell Value | 18,677 CHF |
Spreads Availability Ratio | 99.74% |
Quote Availability | 99.74% |