SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.044 | ||||
Diff. absolute / % | -0.01 | -27.27% |
Last Price | 0.036 | Volume | 100,000 | |
Time | 11:11:08 | Date | 17/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274766885 |
Valor | 127476688 |
Symbol | WSTASV |
Strike | 150.00 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 |
Implied volatility | 0.34% |
Leverage | 5.63 |
Delta | 0.06 |
Gamma | 0.01 |
Vega | 0.09 |
Distance to Strike | 34.80 |
Distance to Strike in % | 30.21% |
Average Spread | 23.37% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 210,000 |
Last Best Ask Volume | 210,000 |
Average Buy Volume | 202,424 |
Average Sell Volume | 202,424 |
Average Buy Value | 7,678 CHF |
Average Sell Value | 9,702 CHF |
Spreads Availability Ratio | 99.96% |
Quote Availability | 99.96% |