SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.760 | ||||
Diff. absolute / % | -0.09 | -11.84% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1301976853 |
Valor | 130197685 |
Symbol | WSNAUV |
Strike | 14.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/11/2023 |
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 | 0.48 |
Time value | 0.20 |
Implied volatility | 0.60% |
Leverage | 4.92 |
Delta | 0.84 |
Gamma | 0.10 |
Vega | 0.02 |
Distance to Strike | -1.93 |
Distance to Strike in % | -12.12% |
Average Spread | 2.08% |
Last Best Bid Price | 0.76 CHF |
Last Best Ask Price | 0.77 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 80,000 |
Average Buy Volume | 34,884 |
Average Sell Volume | 34,884 |
Average Buy Value | 25,921 CHF |
Average Sell Value | 26,378 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |