SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.168 | ||||
Diff. absolute / % | 0.01 | +7.14% |
Last Price | 0.202 | Volume | 15,000 | |
Time | 16:39:22 | Date | 10/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274772388 |
Valor | 127477238 |
Symbol | WABA5V |
Strike | 170.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/07/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.34% |
Leverage | 4.63 |
Delta | 0.22 |
Gamma | 0.02 |
Vega | 0.29 |
Distance to Strike | 20.05 |
Distance to Strike in % | 13.37% |
Average Spread | 6.47% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 370,000 |
Last Best Ask Volume | 370,000 |
Average Buy Volume | 119,845 |
Average Sell Volume | 119,845 |
Average Buy Value | 18,578 CHF |
Average Sell Value | 19,782 CHF |
Spreads Availability Ratio | 98.87% |
Quote Availability | 98.87% |