SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.116 | ||||
Diff. absolute / % | 0.01 | +8.62% |
Last Price | 0.295 | Volume | 50,000 | |
Time | 11:28:49 | Date | 14/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1312963254 |
Valor | 131296325 |
Symbol | WEUAXV |
Strike | 1.100 USD |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 04/01/2024 |
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 | 0.12 |
Time value | 0.01 |
Implied volatility | 0.07% |
Leverage | 43.07 |
Delta | -0.51 |
Gamma | 22.32 |
Vega | 0.00 |
Distance to Strike | -0.01 |
Distance to Strike in % | -1.14% |
Average Spread | 8.48% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 880,000 |
Last Best Ask Volume | 880,000 |
Average Buy Volume | 880,000 |
Average Sell Volume | 880,000 |
Average Buy Value | 99,521 CHF |
Average Sell Value | 108,321 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |