SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:49:00 |
![]() |
0.475
|
0.485
|
CHF |
Volume |
1.00 m.
|
1.00 m.
|
Closing prev. day | 0.460 | ||||
Diff. absolute / % | 0.02 | +3.26% |
Last Price | 0.610 | Volume | 6,000 | |
Time | 14:20:03 | Date | 14/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1245825141 |
Valor | 124582514 |
Symbol | WDAQWV |
Strike | 13,200.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 06/03/2023 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.40% |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 0.71 |
Distance to Strike | 5,390.89 |
Distance to Strike in % | 29.00% |
Average Spread | 2.17% |
Last Best Bid Price | 0.46 CHF |
Last Best Ask Price | 0.47 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 1,000,000 |
Average Buy Value | 456,179 CHF |
Average Sell Value | 466,179 CHF |
Spreads Availability Ratio | 99.10% |
Quote Availability | 99.10% |