SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
22.01.25
16:33:00 |
0.270
|
0.280
|
CHF | |
Volume |
500,000
|
500,000
|
Closing prev. day | 0.290 | ||||
Diff. absolute / % | -0.03 | -8.62% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1400598228 |
Valor | 140059822 |
Symbol | WCOAFV |
Strike | 80.00 - |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 07/01/2025 |
Date of maturity | 05/05/2025 |
Last trading day | 25/04/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.17% |
Leverage | 15.69 |
Delta | 0.53 |
Gamma | 0.05 |
Vega | 0.16 |
Distance to Strike | 0.71 |
Distance to Strike in % | 0.90% |
Average Spread | 3.59% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.29 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 137,022 CHF |
Average Sell Value | 142,022 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |