SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 6.350 | ||||
Diff. absolute / % | 0.13 | +2.05% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823872 |
Valor | 124582387 |
Symbol | WDAGYV |
Strike | 18,800.00 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 | 5.02 |
Time value | 1.30 |
Implied volatility | 0.20% |
Leverage | 4.92 |
Delta | 0.73 |
Gamma | 0.00 |
Vega | 57.84 |
Distance to Strike | -2,511.02 |
Distance to Strike in % | -11.78% |
Average Spread | 0.16% |
Last Best Bid Price | 6.35 CHF |
Last Best Ask Price | 6.36 CHF |
Last Best Bid Volume | 240,000 |
Last Best Ask Volume | 240,000 |
Average Buy Volume | 240,000 |
Average Sell Volume | 240,000 |
Average Buy Value | 1,483,800 CHF |
Average Sell Value | 1,486,200 CHF |
Spreads Availability Ratio | 99.66% |
Quote Availability | 99.66% |