SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 7.040 | ||||
Diff. absolute / % | -0.46 | -6.04% |
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 | 5.54 |
Time value | 1.41 |
Implied volatility | 0.17% |
Leverage | 5.60 |
Delta | 0.97 |
Gamma | 0.00 |
Vega | 11.73 |
Distance to Strike | -2,769.86 |
Distance to Strike in % | -13.87% |
Average Spread | 0.14% |
Last Best Bid Price | 7.15 CHF |
Last Best Ask Price | 7.16 CHF |
Last Best Bid Volume | 580,000 |
Last Best Ask Volume | 580,000 |
Average Buy Volume | 544,637 |
Average Sell Volume | 544,637 |
Average Buy Value | 3,954,600 CHF |
Average Sell Value | 3,960,040 CHF |
Spreads Availability Ratio | 98.76% |
Quote Availability | 98.76% |