SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | -0.00 | -2.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1274758874 |
Valor | 127475887 |
Symbol | WTSAHV |
Strike | 200.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 04/07/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.56% |
Leverage | 9.44 |
Delta | -0.16 |
Gamma | 0.00 |
Vega | 0.26 |
Distance to Strike | 47.62 |
Distance to Strike in % | 19.23% |
Average Spread | 13.27% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 640,000 |
Last Best Ask Volume | 640,000 |
Average Buy Volume | 322,771 |
Average Sell Volume | 322,771 |
Average Buy Value | 23,490 CHF |
Average Sell Value | 26,741 CHF |
Spreads Availability Ratio | 98.75% |
Quote Availability | 98.75% |