SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.730 | ||||
Diff. absolute / % | 0.04 | +5.48% |
Last Price | 0.510 | Volume | 25,000 | |
Time | 17:10:17 | Date | 17/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274765861 |
Valor | 127476586 |
Symbol | WVAASV |
Strike | 380.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/07/2023 |
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 | 0.72 |
Time value | 0.04 |
Implied volatility | 0.47% |
Leverage | 3.45 |
Delta | 1.00 |
Distance to Strike | -144.40 |
Distance to Strike in % | -27.54% |
Average Spread | 1.40% |
Last Best Bid Price | 0.73 CHF |
Last Best Ask Price | 0.74 CHF |
Last Best Bid Volume | 130,000 |
Last Best Ask Volume | 130,000 |
Average Buy Volume | 128,711 |
Average Sell Volume | 128,711 |
Average Buy Value | 93,398 CHF |
Average Sell Value | 94,698 CHF |
Spreads Availability Ratio | 94.30% |
Quote Availability | 94.30% |