SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.570 | ||||
Diff. absolute / % | -0.03 | -5.26% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312962439 |
Valor | 131296243 |
Symbol | WNEAAV |
Strike | 72.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/01/2024 |
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 | 0.24% |
Leverage | 8.09 |
Delta | 0.58 |
Gamma | 0.02 |
Vega | 0.18 |
Distance to Strike | 0.26 |
Distance to Strike in % | 0.36% |
Average Spread | 7.11% |
Last Best Bid Price | 0.56 CHF |
Last Best Ask Price | 0.57 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 18,915 |
Average Sell Volume | 18,915 |
Average Buy Value | 11,540 CHF |
Average Sell Value | 11,975 CHF |
Spreads Availability Ratio | 99.59% |
Quote Availability | 99.59% |