SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.910 | ||||
Diff. absolute / % | 0.05 | +5.49% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274841407 |
Valor | 127484140 |
Symbol | WVAA8V |
Strike | 340.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/08/2023 |
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 | 0.92 |
Time value | 0.03 |
Implied volatility | 0.55% |
Leverage | 2.76 |
Delta | 1.00 |
Distance to Strike | -184.40 |
Distance to Strike in % | -35.16% |
Average Spread | 1.10% |
Last Best Bid Price | 0.91 CHF |
Last Best Ask Price | 0.93 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 119,889 |
Average Sell Volume | 119,889 |
Average Buy Value | 109,033 CHF |
Average Sell Value | 110,233 CHF |
Spreads Availability Ratio | 88.84% |
Quote Availability | 88.84% |