SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 3.610 | ||||
Diff. absolute / % | -0.17 | -4.71% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225162812 |
Valor | 122516281 |
Symbol | WSRBOV |
Strike | 76.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/11/2022 |
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 |
Intrinsic value | 3.33 |
Time value | 0.10 |
Implied volatility | 0.52% |
Leverage | 3.19 |
Delta | 1.00 |
Distance to Strike | -32.95 |
Distance to Strike in % | -30.24% |
Average Spread | 0.27% |
Last Best Bid Price | 3.61 CHF |
Last Best Ask Price | 3.62 CHF |
Last Best Bid Volume | 30,000 |
Last Best Ask Volume | 30,000 |
Average Buy Volume | 29,999 |
Average Sell Volume | 29,999 |
Average Buy Value | 109,518 CHF |
Average Sell Value | 109,818 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |