SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.455 | ||||
Diff. absolute / % | 0.03 | +5.49% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290596266 |
Valor | 129059626 |
Symbol | WDIBJV |
Strike | 80.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/09/2023 |
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 | 0.44 |
Time value | 0.03 |
Implied volatility | 0.08% |
Leverage | 5.16 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.01 |
Distance to Strike | -17.50 |
Distance to Strike in % | -17.95% |
Average Spread | 2.25% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 330,000 |
Last Best Ask Volume | 330,000 |
Average Buy Volume | 151,795 |
Average Sell Volume | 151,795 |
Average Buy Value | 68,474 CHF |
Average Sell Value | 69,998 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |