SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.176 | ||||
Diff. absolute / % | -0.01 | -7.95% |
Last Price | 0.174 | Volume | 2,000 | |
Time | 17:00:24 | Date | 19/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274836332 |
Valor | 127483633 |
Symbol | WABCYV |
Strike | 130.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/08/2023 |
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 |
Implied volatility | 0.35% |
Leverage | 8.19 |
Delta | 0.54 |
Gamma | 0.02 |
Vega | 0.25 |
Distance to Strike | 0.69 |
Distance to Strike in % | 0.53% |
Average Spread | 5.68% |
Last Best Bid Price | 0.18 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 510,000 |
Last Best Ask Volume | 510,000 |
Average Buy Volume | 177,305 |
Average Sell Volume | 177,305 |
Average Buy Value | 31,190 CHF |
Average Sell Value | 32,971 CHF |
Spreads Availability Ratio | 99.89% |
Quote Availability | 99.89% |