SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.780 | ||||
Diff. absolute / % | -0.03 | -3.85% |
Last Price | 0.560 | Volume | 18,000 | |
Time | 14:16:10 | Date | 05/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274810279 |
Valor | 127481027 |
Symbol | WAMANV |
Strike | 170.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/08/2023 |
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 |
Intrinsic value | 0.59 |
Time value | 0.17 |
Implied volatility | 0.26% |
Leverage | 5.41 |
Delta | 0.85 |
Gamma | 0.01 |
Vega | 0.30 |
Distance to Strike | -23.62 |
Distance to Strike in % | -12.20% |
Average Spread | 1.33% |
Last Best Bid Price | 0.77 CHF |
Last Best Ask Price | 0.78 CHF |
Last Best Bid Volume | 430,000 |
Last Best Ask Volume | 430,000 |
Average Buy Volume | 190,711 |
Average Sell Volume | 190,711 |
Average Buy Value | 147,901 CHF |
Average Sell Value | 149,819 CHF |
Spreads Availability Ratio | 99.96% |
Quote Availability | 99.96% |