SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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29.04.25
15:00:00 |
![]() |
10.170
|
10.180
|
CHF |
Volume |
140,000
|
140,000
|
Closing prev. day | 10.020 | ||||
Diff. absolute / % | 0.19 | +1.90% |
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 | 8.72 |
Time value | 0.54 |
Implied volatility | 0.16% |
Leverage | 3.91 |
Delta | 0.83 |
Gamma | 0.00 |
Vega | 45.29 |
Distance to Strike | -4,361.97 |
Distance to Strike in % | -19.86% |
Average Spread | 0.10% |
Last Best Bid Price | 10.02 CHF |
Last Best Ask Price | 10.03 CHF |
Last Best Bid Volume | 140,000 |
Last Best Ask Volume | 140,000 |
Average Buy Volume | 139,859 |
Average Sell Volume | 139,859 |
Average Buy Value | 1,417,410 CHF |
Average Sell Value | 1,418,810 CHF |
Spreads Availability Ratio | 99.86% |
Quote Availability | 99.86% |