SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.910 | ||||
Diff. absolute / % | -0.05 | -5.49% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1313007580 |
Valor | 131300758 |
Symbol | WNECOV |
Strike | 56.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/01/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.79 |
Time value | 0.05 |
Leverage | 3.63 |
Delta | 0.85 |
Gamma | 0.01 |
Vega | 0.16 |
Distance to Strike | -15.74 |
Distance to Strike in % | -21.94% |
Average Spread | 6.29% |
Last Best Bid Price | 0.88 CHF |
Last Best Ask Price | 0.91 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 70,000 |
Average Buy Volume | 25,197 |
Average Sell Volume | 25,197 |
Average Buy Value | 23,111 CHF |
Average Sell Value | 24,052 CHF |
Spreads Availability Ratio | 99.74% |
Quote Availability | 99.74% |