SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.102 | ||||
Diff. absolute / % | 0.01 | +5.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1312983104 |
Valor | 131298310 |
Symbol | WBABEV |
Strike | 67.42 USD |
Type | Warrants |
Type | Bear |
Ratio | 19.84 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/01/2024 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.36% |
Leverage | 4.99 |
Delta | -0.13 |
Gamma | 0.02 |
Vega | 0.11 |
Distance to Strike | 10.76 |
Distance to Strike in % | 13.76% |
Average Spread | 9.53% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 440,000 |
Last Best Ask Volume | 440,000 |
Average Buy Volume | 195,374 |
Average Sell Volume | 195,374 |
Average Buy Value | 20,139 CHF |
Average Sell Value | 22,103 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |