SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 3.260 | ||||
Diff. absolute / % | 0.38 | +11.66% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274761647 |
Valor | 127476164 |
Symbol | WINA4V |
Strike | 38,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 1,000.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 04/07/2023 |
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 | 2.69 |
Time value | 0.93 |
Implied volatility | 0.09% |
Leverage | 10.94 |
Delta | 0.97 |
Gamma | 0.00 |
Vega | 16.45 |
Distance to Strike | -2,689.08 |
Distance to Strike in % | -6.61% |
Average Spread | 0.64% |
Last Best Bid Price | 3.26 CHF |
Last Best Ask Price | 3.28 CHF |
Last Best Bid Volume | 230,000 |
Last Best Ask Volume | 230,000 |
Average Buy Volume | 227,484 |
Average Sell Volume | 227,484 |
Average Buy Value | 723,815 CHF |
Average Sell Value | 728,398 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |