SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
16:35:00 |
![]() |
6.410
|
6.420
|
CHF |
Volume |
540,000
|
540,000
|
Closing prev. day | 6.610 | ||||
Diff. absolute / % | -0.22 | -3.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823716 |
Valor | 124582371 |
Symbol | WDAEKV |
Strike | 15,600.00 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 | 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 | 5.98 |
Time value | 0.39 |
Leverage | 5.82 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 1.21 |
Distance to Strike | -2,990.89 |
Distance to Strike in % | -16.09% |
Average Spread | 0.15% |
Last Best Bid Price | 6.60 CHF |
Last Best Ask Price | 6.61 CHF |
Last Best Bid Volume | 530,000 |
Last Best Ask Volume | 530,000 |
Average Buy Volume | 530,000 |
Average Sell Volume | 530,000 |
Average Buy Value | 3,547,010 CHF |
Average Sell Value | 3,552,310 CHF |
Spreads Availability Ratio | 99.10% |
Quote Availability | 99.10% |