SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.280 | ||||
Diff. absolute / % | -0.13 | -10.16% |
Last Price | 1.220 | Volume | 2,500 | |
Time | 16:21:04 | Date | 28/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290590335 |
Valor | 129059033 |
Symbol | WGOCQV |
Strike | 170.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/09/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.87 |
Time value | 0.36 |
Implied volatility | 0.24% |
Leverage | 6.40 |
Delta | 0.84 |
Gamma | 0.01 |
Vega | 0.30 |
Distance to Strike | -17.45 |
Distance to Strike in % | -9.31% |
Average Spread | 0.85% |
Last Best Bid Price | 1.28 CHF |
Last Best Ask Price | 1.29 CHF |
Last Best Bid Volume | 160,000 |
Last Best Ask Volume | 160,000 |
Average Buy Volume | 90,513 |
Average Sell Volume | 90,513 |
Average Buy Value | 110,580 CHF |
Average Sell Value | 111,489 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |