SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.224 | ||||
Diff. absolute / % | -0.01 | -4.46% |
Last Price | 0.350 | Volume | 25,000 | |
Time | 16:24:06 | Date | 13/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1301976788 |
Valor | 130197678 |
Symbol | WBAEFV |
Strike | 75.350 USD |
Type | Warrants |
Type | Bull |
Ratio | 39.68 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/11/2023 |
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 |
Intrinsic value | 0.07 |
Time value | 0.14 |
Implied volatility | 0.32% |
Leverage | 6.14 |
Delta | 0.67 |
Gamma | 0.03 |
Vega | 0.18 |
Distance to Strike | -2.83 |
Distance to Strike in % | -3.62% |
Average Spread | 4.74% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 630,000 |
Last Best Ask Volume | 630,000 |
Average Buy Volume | 281,616 |
Average Sell Volume | 281,616 |
Average Buy Value | 59,987 CHF |
Average Sell Value | 62,817 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |