SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.430 | ||||
Diff. absolute / % | -0.15 | -10.49% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290660831 |
Valor | 129066083 |
Symbol | WGOCOV |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 1.37 |
Time value | 0.01 |
Leverage | 6.65 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.04 |
Distance to Strike | -27.45 |
Distance to Strike in % | -14.64% |
Average Spread | 0.77% |
Last Best Bid Price | 1.43 CHF |
Last Best Ask Price | 1.44 CHF |
Last Best Bid Volume | 130,000 |
Last Best Ask Volume | 130,000 |
Average Buy Volume | 77,050 |
Average Sell Volume | 77,050 |
Average Buy Value | 104,731 CHF |
Average Sell Value | 105,505 CHF |
Spreads Availability Ratio | 88.65% |
Quote Availability | 88.65% |