SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.540 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.780 | Volume | 7,500 | |
Time | 10:21:04 | Date | 27/08/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312989564 |
Valor | 131298956 |
Symbol | WYPAHV |
Strike | 320.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
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 |
Intrinsic value | 0.41 |
Time value | 0.21 |
Implied volatility | 0.39% |
Leverage | 4.17 |
Delta | 0.70 |
Gamma | 0.00 |
Vega | 0.94 |
Distance to Strike | -40.50 |
Distance to Strike in % | -11.23% |
Average Spread | 5.74% |
Last Best Bid Price | 0.51 CHF |
Last Best Ask Price | 0.54 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 60,000 |
Average Sell Volume | 60,000 |
Average Buy Value | 30,418 CHF |
Average Sell Value | 32,213 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |