SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.920 | ||||
Diff. absolute / % | -0.05 | -5.43% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290660674 |
Valor | 129066067 |
Symbol | WCSAJV |
Strike | 28.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/10/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.84 |
Time value | 0.02 |
Implied volatility | 0.30% |
Leverage | 7.48 |
Delta | 1.00 |
Distance to Strike | -4.18 |
Distance to Strike in % | -12.99% |
Average Spread | 1.12% |
Last Best Bid Price | 0.91 CHF |
Last Best Ask Price | 0.92 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 70,000 |
Average Buy Volume | 69,536 |
Average Sell Volume | 69,536 |
Average Buy Value | 62,497 CHF |
Average Sell Value | 63,193 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |