SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
16:11:00 |
![]() |
5.850
|
5.860
|
CHF |
Volume |
630,000
|
630,000
|
Closing prev. day | 6.060 | ||||
Diff. absolute / % | -0.21 | -3.47% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823500 |
Valor | 124582350 |
Symbol | WDAB6V |
Strike | 17,200.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 06/03/2023 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 2.78 |
Time value | 3.06 |
Implied volatility | 0.18% |
Leverage | 5.46 |
Delta | 0.86 |
Gamma | 0.00 |
Vega | 50.17 |
Distance to Strike | -1,390.89 |
Distance to Strike in % | -7.48% |
Average Spread | 0.16% |
Last Best Bid Price | 6.05 CHF |
Last Best Ask Price | 6.06 CHF |
Last Best Bid Volume | 620,000 |
Last Best Ask Volume | 620,000 |
Average Buy Volume | 620,000 |
Average Sell Volume | 620,000 |
Average Buy Value | 3,797,430 CHF |
Average Sell Value | 3,803,630 CHF |
Spreads Availability Ratio | 99.09% |
Quote Availability | 99.09% |