SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | - | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.295 | Volume | 30,000 | |
Time | 12:02:14 | Date | 20/01/2025 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1412382280 |
Valor | 141238228 |
Symbol | WAMACV |
Strike | 120.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/01/2025 |
Date of maturity | 25/06/2026 |
Last trading day | 18/06/2026 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.01 |
Time value | 0.27 |
Implied volatility | 0.45% |
Leverage | 2.80 |
Delta | 0.66 |
Gamma | 0.01 |
Vega | 0.53 |
Distance to Strike | -1.46 |
Distance to Strike in % | -1.20% |
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 | - |