SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | -0.05 | -13.64% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1302002832 |
Valor | 130200283 |
Symbol | WSNAYV |
Strike | 18.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/12/2023 |
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 |
Implied volatility | 0.70% |
Leverage | 3.48 |
Delta | 0.25 |
Gamma | 0.13 |
Vega | 0.02 |
Distance to Strike | 2.07 |
Distance to Strike in % | 12.99% |
Average Spread | 3.15% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 120,000 |
Last Best Ask Volume | 120,000 |
Average Buy Volume | 53,527 |
Average Sell Volume | 53,527 |
Average Buy Value | 17,284 CHF |
Average Sell Value | 17,821 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |