SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.730 | ||||
Diff. absolute / % | -0.21 | -10.19% |
Last Price | 1.890 | Volume | 2,700 | |
Time | 20:28:05 | Date | 26/03/2025 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1400557877 |
Valor | 140055787 |
Symbol | WDAMDV |
Strike | 23,200.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 10/12/2024 |
Date of maturity | 26/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.16% |
Leverage | 13.14 |
Delta | 0.51 |
Gamma | 0.00 |
Vega | 62.63 |
Distance to Strike | 521.26 |
Distance to Strike in % | 2.30% |
Average Spread | 0.65% |
Last Best Bid Price | 1.84 CHF |
Last Best Ask Price | 1.85 CHF |
Last Best Bid Volume | 920,000 |
Last Best Ask Volume | 920,000 |
Average Buy Volume | 860,298 |
Average Sell Volume | 860,298 |
Average Buy Value | 1,585,890 CHF |
Average Sell Value | 1,594,890 CHF |
Spreads Availability Ratio | 98.71% |
Quote Availability | 98.71% |