SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
12:45:00 |
![]() |
0.074
|
0.084
|
CHF |
Volume |
240,000
|
240,000
|
Closing prev. day | 0.092 | ||||
Diff. absolute / % | -0.02 | -19.57% |
Last Price | 0.158 | Volume | 400 | |
Time | 16:47:38 | Date | 14/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1313019676 |
Valor | 131301967 |
Symbol | WNOC0V |
Strike | 4.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/01/2024 |
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 | 0.33% |
Leverage | 6.72 |
Delta | 0.27 |
Gamma | 0.70 |
Vega | 0.01 |
Distance to Strike | 0.38 |
Distance to Strike in % | 10.41% |
Average Spread | 10.80% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 230,000 |
Last Best Ask Volume | 230,000 |
Average Buy Volume | 230,000 |
Average Sell Volume | 230,000 |
Average Buy Value | 20,150 CHF |
Average Sell Value | 22,450 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |