SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 5.270 | ||||
Diff. absolute / % | -0.25 | -4.74% |
Last Price | 4.380 | Volume | 400 | |
Time | 14:46:16 | Date | 17/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290607972 |
Valor | 129060797 |
Symbol | WARCAV |
Strike | 68.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/09/2023 |
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 |
Leverage | 1.76 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.02 |
Distance to Strike | -105.80 |
Distance to Strike in % | -60.87% |
Average Spread | 0.94% |
Last Best Bid Price | 5.27 CHF |
Last Best Ask Price | 5.28 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 70,000 |
Average Buy Volume | 30,461 |
Average Sell Volume | 30,461 |
Average Buy Value | 159,510 CHF |
Average Sell Value | 160,593 CHF |
Spreads Availability Ratio | 98.92% |
Quote Availability | 98.92% |