SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | - | ||||
Diff. absolute / % | - | - |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1387047124 |
Valor | 138704712 |
Symbol | WDAHCV |
Strike | 18,900.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 19/11/2024 |
Date of maturity | 24/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.58 |
Time value | 0.45 |
Implied volatility | 0.10% |
Leverage | 24.03 |
Delta | 0.64 |
Gamma | 0.00 |
Vega | 28.73 |
Distance to Strike | -289.19 |
Distance to Strike in % | -1.51% |
Average Spread | - |
Last Best Bid Price | - CHF |
Last Best Ask Price | - CHF |
Last Best Bid Volume | 0 |
Last Best Ask Volume | 0 |
Average Buy Volume | 0 |
Average Sell Volume | 0 |
Average Buy Value | 0 CHF |
Average Sell Value | 0 CHF |
Spreads Availability Ratio | - |
Quote Availability | - |