SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | 0.02 | +7.27% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337827005 |
Valor | 133782700 |
Symbol | WIBACV |
Strike | 200.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/04/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.22% |
Leverage | 7.97 |
Delta | 0.41 |
Gamma | 0.01 |
Vega | 0.59 |
Distance to Strike | 14.24 |
Distance to Strike in % | 7.67% |
Average Spread | 4.72% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 67,636 |
Average Sell Volume | 67,636 |
Average Buy Value | 14,455 CHF |
Average Sell Value | 15,135 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |