SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.230 | ||||
Diff. absolute / % | -0.04 | -15.38% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312988905 |
Valor | 131298890 |
Symbol | WSCAMV |
Strike | 560.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/01/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.24% |
Leverage | 13.96 |
Delta | 0.23 |
Gamma | 0.01 |
Vega | 0.59 |
Distance to Strike | 22.00 |
Distance to Strike in % | 4.09% |
Average Spread | 5.32% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.25 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 110,000 |
Average Sell Volume | 110,000 |
Average Buy Value | 24,154 CHF |
Average Sell Value | 25,474 CHF |
Spreads Availability Ratio | 99.56% |
Quote Availability | 99.56% |