SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.350 | ||||
Diff. absolute / % | -0.04 | -2.96% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274773535 |
Valor | 127477353 |
Symbol | WAMDAV |
Strike | 140.00 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 |
Leverage | 3.59 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.04 |
Distance to Strike | -53.62 |
Distance to Strike in % | -27.69% |
Average Spread | 0.77% |
Last Best Bid Price | 1.34 CHF |
Last Best Ask Price | 1.35 CHF |
Last Best Bid Volume | 360,000 |
Last Best Ask Volume | 360,000 |
Average Buy Volume | 160,325 |
Average Sell Volume | 160,325 |
Average Buy Value | 214,954 CHF |
Average Sell Value | 216,567 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |