SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.920 | ||||
Diff. absolute / % | 0.33 | +17.19% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245825083 |
Valor | 124582508 |
Symbol | WINEZV |
Strike | 40,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 1,000.00 |
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 | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.69 |
Time value | 1.54 |
Implied volatility | 0.12% |
Leverage | 14.75 |
Delta | 0.81 |
Gamma | 0.00 |
Vega | 72.84 |
Distance to Strike | -689.08 |
Distance to Strike in % | -1.69% |
Average Spread | 1.10% |
Last Best Bid Price | 1.92 CHF |
Last Best Ask Price | 1.94 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 296,735 |
Average Sell Volume | 296,735 |
Average Buy Value | 551,715 CHF |
Average Sell Value | 557,693 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |