SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.092 | ||||
Diff. absolute / % | -0.03 | -36.96% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1313030095 |
Valor | 131303009 |
Symbol | WCLB7V |
Strike | 85.00 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 | 22/08/2024 |
Last trading day | 15/08/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.22% |
Leverage | 23.33 |
Delta | 0.17 |
Gamma | 0.07 |
Vega | 0.06 |
Distance to Strike | 4.23 |
Distance to Strike in % | 5.24% |
Average Spread | 11.36% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 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 | 41,619 CHF |
Average Sell Value | 46,619 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |