SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.030 | ||||
Diff. absolute / % | -0.01 | -33.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1325063969 |
Valor | 132506396 |
Symbol | WUSCDV |
Strike | 164.00 JPY |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 07/02/2024 |
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 | 0.04% |
Leverage | 8,569.79 |
Delta | 0.13 |
Gamma | 0.04 |
Vega | 0.14 |
Distance to Strike | 5.44 |
Distance to Strike in % | 3.43% |
Average Spread | 39.59% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 600,000 |
Average Buy Value | 12,165 CHF |
Average Sell Value | 18,165 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |