SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.046 | ||||
Diff. absolute / % | -0.01 | -13.04% |
Last Price | 0.064 | Volume | 100,000 | |
Time | 09:40:46 | Date | 09/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1290664627 |
Valor | 129066462 |
Symbol | WEUBXV |
Strike | 0.96 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 |
Implied volatility | 0.07% |
Leverage | 37.99 |
Delta | -0.16 |
Gamma | 14.36 |
Vega | 0.00 |
Distance to Strike | 0.01 |
Distance to Strike in % | 1.49% |
Average Spread | 22.25% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 600,000 |
Average Buy Value | 24,002 CHF |
Average Sell Value | 30,002 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |