SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:33:00 |
![]() |
0.004
|
0.022
|
CHF |
Volume |
500,000
|
500,000
|
Closing prev. day | 0.022 | ||||
Diff. absolute / % | -0.02 | -90.91% |
Last Price | 0.066 | Volume | 10,000 | |
Time | 15:39:58 | Date | 04/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1313029972 |
Valor | 131302997 |
Symbol | WCOA5V |
Strike | 90.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 31/01/2024 |
Date of maturity | 05/08/2024 |
Last trading day | 26/07/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.28% |
Leverage | 19.52 |
Delta | 0.01 |
Gamma | 0.01 |
Vega | 0.00 |
Distance to Strike | 5.15 |
Distance to Strike in % | 6.07% |
Average Spread | 92.48% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 4,066 CHF |
Average Sell Value | 11,000 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |