SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.710 | ||||
Diff. absolute / % | 0.03 | +4.23% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1302004812 |
Valor | 130200481 |
Symbol | WUSBRV |
Strike | 144.00 JPY |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 05/12/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Leverage | 2,133.76 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.01 |
Distance to Strike | -14.56 |
Distance to Strike in % | -9.18% |
Average Spread | 1.41% |
Last Best Bid Price | 0.70 CHF |
Last Best Ask Price | 0.71 CHF |
Last Best Bid Volume | 320,000 |
Last Best Ask Volume | 320,000 |
Average Buy Volume | 320,000 |
Average Sell Volume | 320,000 |
Average Buy Value | 225,868 CHF |
Average Sell Value | 229,068 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |