SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.190 | ||||
Diff. absolute / % | -0.05 | -20.83% |
Last Price | 0.190 | Volume | 6,000 | |
Time | 14:00:10 | Date | 14/01/2025 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1400598244 |
Valor | 140059824 |
Symbol | WCOAHV |
Strike | 85.00 - |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 07/01/2025 |
Date of maturity | 05/05/2025 |
Last trading day | 25/04/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.21% |
Leverage | 14.61 |
Delta | 0.33 |
Gamma | 0.05 |
Vega | 0.15 |
Distance to Strike | 5.08 |
Distance to Strike in % | 6.36% |
Average Spread | 4.40% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 111,387 CHF |
Average Sell Value | 116,387 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |