SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.690 | ||||
Diff. absolute / % | -0.09 | -13.04% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274766331 |
Valor | 127476633 |
Symbol | WSOADV |
Strike | 260.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
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 | 0.33 |
Time value | 0.32 |
Implied volatility | 0.28% |
Leverage | 7.50 |
Delta | 0.70 |
Gamma | 0.01 |
Vega | 0.61 |
Distance to Strike | -13.00 |
Distance to Strike in % | -4.76% |
Average Spread | 2.73% |
Last Best Bid Price | 0.67 CHF |
Last Best Ask Price | 0.69 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 60,000 |
Average Sell Volume | 60,000 |
Average Buy Value | 43,372 CHF |
Average Sell Value | 44,572 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |