SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.232 | ||||
Diff. absolute / % | -0.01 | -6.03% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312983039 |
Valor | 131298303 |
Symbol | WBAALV |
Strike | 79.31 USD |
Type | Warrants |
Type | Bull |
Ratio | 19.84 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/01/2024 |
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 |
Implied volatility | 0.36% |
Leverage | 8.89 |
Delta | 0.51 |
Gamma | 0.05 |
Vega | 0.13 |
Distance to Strike | 1.13 |
Distance to Strike in % | 1.45% |
Average Spread | 4.53% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 380,000 |
Last Best Ask Volume | 380,000 |
Average Buy Volume | 172,414 |
Average Sell Volume | 172,414 |
Average Buy Value | 38,394 CHF |
Average Sell Value | 40,126 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |