SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
16:32:00 |
![]() |
0.092
|
0.102
|
CHF |
Volume |
70,000
|
70,000
|
Closing prev. day | 0.122 | ||||
Diff. absolute / % | -0.03 | -21.31% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1349555685 |
Valor | 134955568 |
Symbol | WNECSV |
Strike | 80.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/05/2024 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.33% |
Leverage | 18.34 |
Delta | 0.25 |
Gamma | 0.03 |
Vega | 0.10 |
Distance to Strike | 9.00 |
Distance to Strike in % | 12.68% |
Average Spread | 19.25% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 70,000 |
Average Buy Volume | 25,066 |
Average Sell Volume | 25,066 |
Average Buy Value | 3,284 CHF |
Average Sell Value | 3,602 CHF |
Spreads Availability Ratio | 99.74% |
Quote Availability | 99.74% |