SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.580 | ||||
Diff. absolute / % | -0.06 | -10.34% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1302002865 |
Valor | 130200286 |
Symbol | WSNA3V |
Strike | 16.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
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 | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.62% |
Leverage | 3.48 |
Delta | 0.58 |
Gamma | 0.10 |
Vega | 0.04 |
Distance to Strike | 0.07 |
Distance to Strike in % | 0.44% |
Average Spread | 1.79% |
Last Best Bid Price | 0.58 CHF |
Last Best Ask Price | 0.59 CHF |
Last Best Bid Volume | 120,000 |
Last Best Ask Volume | 120,000 |
Average Buy Volume | 53,526 |
Average Sell Volume | 53,526 |
Average Buy Value | 30,561 CHF |
Average Sell Value | 31,098 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |