SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
09:11:00 |
![]() |
0.255
|
0.265
|
CHF |
Volume |
40,000
|
40,000
|
Closing prev. day | 0.245 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1363304747 |
Valor | 136330474 |
Symbol | WNKABV |
Strike | 60.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 15/07/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.32% |
Leverage | 7.06 |
Delta | -0.24 |
Gamma | 0.00 |
Vega | 0.22 |
Distance to Strike | 12.50 |
Distance to Strike in % | 17.24% |
Average Spread | 4.42% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 CHF |
Last Best Bid Volume | 130,000 |
Last Best Ask Volume | 130,000 |
Average Buy Volume | 60,931 |
Average Sell Volume | 60,931 |
Average Buy Value | 14,197 CHF |
Average Sell Value | 14,809 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |