SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.228 | ||||
Diff. absolute / % | -0.03 | -13.16% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337872514 |
Valor | 133787251 |
Symbol | WSNALV |
Strike | 20.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/05/2024 |
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 | 0.62% |
Leverage | 2.44 |
Delta | 0.31 |
Gamma | 0.08 |
Vega | 0.05 |
Distance to Strike | 4.07 |
Distance to Strike in % | 25.55% |
Average Spread | 4.58% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 280,000 |
Last Best Ask Volume | 280,000 |
Average Buy Volume | 118,455 |
Average Sell Volume | 118,455 |
Average Buy Value | 26,053 CHF |
Average Sell Value | 27,244 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |