SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.345 | ||||
Diff. absolute / % | 0.01 | +1.45% |
Last Price | 0.345 | Volume | 5,000 | |
Time | 13:38:50 | Date | 15/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1274758882 |
Valor | 127475888 |
Symbol | WTSAGV |
Strike | 280.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
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 |
Intrinsic value | 0.32 |
Time value | 0.05 |
Implied volatility | 0.44% |
Leverage | 4.12 |
Delta | -0.62 |
Gamma | 0.01 |
Vega | 0.40 |
Distance to Strike | -32.38 |
Distance to Strike in % | -13.08% |
Average Spread | 3.14% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 507,836 |
Average Sell Volume | 507,836 |
Average Buy Value | 164,450 CHF |
Average Sell Value | 169,563 CHF |
Spreads Availability Ratio | 98.75% |
Quote Availability | 98.75% |