SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.084 | ||||
Diff. absolute / % | 0.01 | +9.52% |
Last Price | 0.182 | Volume | 600 | |
Time | 16:25:08 | Date | 07/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274772552 |
Valor | 127477255 |
Symbol | WPYA1V |
Strike | 68.00 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 | 0.38% |
Leverage | 3.99 |
Delta | 0.24 |
Gamma | 0.05 |
Vega | 0.12 |
Distance to Strike | 6.83 |
Distance to Strike in % | 11.17% |
Average Spread | 11.68% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 265,225 |
Average Sell Volume | 265,225 |
Average Buy Value | 21,863 CHF |
Average Sell Value | 24,527 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |