SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 11.130 | ||||
Diff. absolute / % | -0.83 | -6.94% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823526 |
Valor | 124582352 |
Symbol | WDACRV |
Strike | 17,600.00 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 | 10.04 |
Time value | 0.75 |
Implied volatility | 0.16% |
Leverage | 3.81 |
Delta | 0.91 |
Gamma | 0.00 |
Vega | 32.75 |
Distance to Strike | -5,020.95 |
Distance to Strike in % | -22.20% |
Average Spread | 0.10% |
Last Best Bid Price | 11.95 CHF |
Last Best Ask Price | 11.96 CHF |
Last Best Bid Volume | 530,000 |
Last Best Ask Volume | 530,000 |
Average Buy Volume | 478,847 |
Average Sell Volume | 478,847 |
Average Buy Value | 5,662,220 CHF |
Average Sell Value | 5,667,520 CHF |
Spreads Availability Ratio | 97.61% |
Quote Availability | 97.61% |