SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.280 | ||||
Diff. absolute / % | -0.01 | -3.57% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1302002816 |
Valor | 130200281 |
Symbol | WBAGAV |
Strike | 71.38 USD |
Type | Warrants |
Type | Bull |
Ratio | 39.68 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/12/2023 |
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 | 0.17 |
Time value | 0.10 |
Implied volatility | 0.31% |
Leverage | 5.70 |
Delta | 0.78 |
Gamma | 0.02 |
Vega | 0.15 |
Distance to Strike | -6.80 |
Distance to Strike in % | -8.70% |
Average Spread | 3.79% |
Last Best Bid Price | 0.27 CHF |
Last Best Ask Price | 0.28 CHF |
Last Best Bid Volume | 560,000 |
Last Best Ask Volume | 560,000 |
Average Buy Volume | 248,877 |
Average Sell Volume | 248,877 |
Average Buy Value | 66,630 CHF |
Average Sell Value | 69,131 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |