SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:46:00 |
![]() |
0.610
|
0.640
|
CHF |
Volume |
60,000
|
60,000
|
Closing prev. day | 0.590 | ||||
Diff. absolute / % | 0.01 | +1.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1349630140 |
Valor | 134963014 |
Symbol | WNIAFV |
Strike | 37,000.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 28/06/2024 |
Date of maturity | 20/12/2024 |
Last trading day | 13/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.06% |
Leverage | 1,053.39 |
Delta | -0.16 |
Gamma | 0.00 |
Vega | 63.87 |
Distance to Strike | 4,190.68 |
Distance to Strike in % | 10.17% |
Average Spread | 4.91% |
Last Best Bid Price | 0.59 CHF |
Last Best Ask Price | 0.62 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 | 35,751 CHF |
Average Sell Value | 37,551 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |