SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.012 | ||||
Diff. absolute / % | -0.01 | -66.67% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312982700 |
Valor | 131298270 |
Symbol | WAMAMV |
Strike | 170.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
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 |
Implied volatility | 0.76% |
Leverage | 75.26 |
Delta | 0.13 |
Gamma | 0.01 |
Vega | 0.08 |
Distance to Strike | 75.51 |
Distance to Strike in % | 79.91% |
Average Spread | 113.27% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.01 CHF |
Last Best Bid Volume | 800,000 |
Last Best Ask Volume | 800,000 |
Average Buy Volume | 376,246 |
Average Sell Volume | 376,246 |
Average Buy Value | 1,505 CHF |
Average Sell Value | 5,347 CHF |
Spreads Availability Ratio | 98.73% |
Quote Availability | 98.73% |