SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.110 | ||||
Diff. absolute / % | -0.05 | -4.50% |
Last Price | 1.100 | Volume | 10,000 | |
Time | 09:38:20 | Date | 10/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274800460 |
Valor | 127480046 |
Symbol | WSLARV |
Strike | 640.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/07/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.67 |
Time value | 0.42 |
Implied volatility | 0.25% |
Leverage | 9.27 |
Delta | 0.75 |
Gamma | 0.01 |
Vega | 1.26 |
Distance to Strike | -33.60 |
Distance to Strike in % | -4.99% |
Average Spread | 1.73% |
Last Best Bid Price | 1.09 CHF |
Last Best Ask Price | 1.11 CHF |
Last Best Bid Volume | 30,000 |
Last Best Ask Volume | 30,000 |
Average Buy Volume | 30,000 |
Average Sell Volume | 30,000 |
Average Buy Value | 34,346 CHF |
Average Sell Value | 34,946 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |