SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | -0.02 | -5.88% |
Last Price | 0.315 | Volume | 2,000 | |
Time | 09:54:55 | Date | 09/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1290664510 |
Valor | 129066451 |
Symbol | WUSBDV |
Strike | 0.92 CHF |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 11/10/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.25 |
Time value | 0.07 |
Implied volatility | 0.13% |
Leverage | 24.98 |
Delta | -0.89 |
Gamma | 10.40 |
Vega | 0.00 |
Distance to Strike | -0.02 |
Distance to Strike in % | -2.75% |
Average Spread | 2.93% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.35 CHF |
Last Best Bid Volume | 330,000 |
Last Best Ask Volume | 330,000 |
Average Buy Volume | 330,000 |
Average Sell Volume | 330,000 |
Average Buy Value | 110,897 CHF |
Average Sell Value | 114,197 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |