SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.062 | ||||
Diff. absolute / % | -0.01 | -11.43% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337831692 |
Valor | 133783169 |
Symbol | WEUA0V |
Strike | 1.06 USD |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 09/04/2024 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.09% |
Leverage | 83.82 |
Delta | 0.27 |
Gamma | 12.48 |
Vega | 0.00 |
Distance to Strike | 0.02 |
Distance to Strike in % | 1.95% |
Average Spread | 13.02% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 920,000 |
Last Best Ask Volume | 920,000 |
Average Buy Volume | 920,000 |
Average Sell Volume | 920,000 |
Average Buy Value | 66,342 CHF |
Average Sell Value | 75,542 CHF |
Spreads Availability Ratio | 99.42% |
Quote Availability | 99.42% |