SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.166 | ||||
Diff. absolute / % | -0.01 | -8.43% |
Last Price | 0.490 | Volume | 5,000 | |
Time | 09:18:08 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274766497 |
Valor | 127476649 |
Symbol | WADAUV |
Strike | 34.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
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 |
Implied volatility | 0.30% |
Leverage | 8.73 |
Delta | 0.23 |
Gamma | 0.06 |
Vega | 0.06 |
Distance to Strike | 3.78 |
Distance to Strike in % | 12.51% |
Average Spread | 5.97% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 40,000 |
Last Best Ask Volume | 40,000 |
Average Buy Volume | 40,000 |
Average Sell Volume | 40,000 |
Average Buy Value | 6,514 CHF |
Average Sell Value | 6,914 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |