SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.058 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1312988848 |
Valor | 131298884 |
Symbol | WSCALV |
Strike | 480.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 10/01/2024 |
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 | 0.21% |
Leverage | 41.21 |
Delta | -0.18 |
Gamma | 0.01 |
Vega | 0.37 |
Distance to Strike | 28.00 |
Distance to Strike in % | 5.51% |
Average Spread | 21.23% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.07 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 | 6,076 CHF |
Average Sell Value | 7,516 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |