SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.098 | ||||
Diff. absolute / % | 0.01 | +10.20% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274772560 |
Valor | 127477256 |
Symbol | WPYA2V |
Strike | 76.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 | 0.40% |
Leverage | 1.18 |
Delta | 0.04 |
Gamma | 0.01 |
Vega | 0.04 |
Distance to Strike | 14.83 |
Distance to Strike in % | 24.24% |
Average Spread | 10.32% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 135,274 |
Average Sell Volume | 135,274 |
Average Buy Value | 12,720 CHF |
Average Sell Value | 14,078 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |