SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.238 | ||||
Diff. absolute / % | 0.02 | +7.14% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274772438 |
Valor | 127477243 |
Symbol | WABBCV |
Strike | 160.00 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 | 5.75 |
Delta | 0.39 |
Gamma | 0.02 |
Vega | 0.38 |
Distance to Strike | 10.05 |
Distance to Strike in % | 6.70% |
Average Spread | 4.49% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 370,000 |
Last Best Ask Volume | 370,000 |
Average Buy Volume | 119,831 |
Average Sell Volume | 119,831 |
Average Buy Value | 26,989 CHF |
Average Sell Value | 28,193 CHF |
Spreads Availability Ratio | 98.88% |
Quote Availability | 98.88% |