SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:17:00 |
![]() |
0.405
|
0.415
|
CHF |
Volume |
270,000
|
270,000
|
Closing prev. day | 0.485 | ||||
Diff. absolute / % | -0.07 | -14.43% |
Last Price | 0.196 | Volume | 250,000 | |
Time | 09:40:32 | Date | 06/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1313029956 |
Valor | 131302995 |
Symbol | WCOAWV |
Strike | 80.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 31/01/2024 |
Date of maturity | 05/08/2024 |
Last trading day | 26/07/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Leverage | 21.08 |
Delta | 0.99 |
Gamma | 0.01 |
Vega | 0.00 |
Distance to Strike | -4.85 |
Distance to Strike in % | -5.72% |
Average Spread | 2.11% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 270,000 |
Last Best Ask Volume | 270,000 |
Average Buy Volume | 270,000 |
Average Sell Volume | 270,000 |
Average Buy Value | 126,868 CHF |
Average Sell Value | 129,568 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |