SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.144 | ||||
Diff. absolute / % | -0.01 | -6.94% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290660237 |
Valor | 129066023 |
Symbol | WBABKV |
Strike | 83.28 USD |
Type | Warrants |
Type | Bull |
Ratio | 39.68 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/10/2023 |
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 |
Implied volatility | 0.35% |
Leverage | 6.36 |
Delta | 0.44 |
Gamma | 0.03 |
Vega | 0.20 |
Distance to Strike | 5.10 |
Distance to Strike in % | 6.52% |
Average Spread | 7.45% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 860,000 |
Last Best Ask Volume | 860,000 |
Average Buy Volume | 384,090 |
Average Sell Volume | 384,090 |
Average Buy Value | 51,253 CHF |
Average Sell Value | 55,113 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |