SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.136 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274773139 |
Valor | 127477313 |
Symbol | WGIA3V |
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 | 0.23% |
Leverage | 11.61 |
Delta | 0.48 |
Gamma | 0.03 |
Vega | 0.19 |
Distance to Strike | 4.08 |
Distance to Strike in % | 5.67% |
Average Spread | 8.08% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 320,000 |
Last Best Ask Volume | 320,000 |
Average Buy Volume | 141,936 |
Average Sell Volume | 141,936 |
Average Buy Value | 17,780 CHF |
Average Sell Value | 19,206 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |