SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.026 | ||||
Diff. absolute / % | -0.01 | -38.46% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290606065 |
Valor | 129060606 |
Symbol | WP9AUV |
Strike | 96.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/09/2023 |
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 | 2.67 |
Delta | 0.02 |
Gamma | 0.01 |
Vega | 0.03 |
Distance to Strike | 24.32 |
Distance to Strike in % | 33.93% |
Average Spread | 35.82% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 330,000 |
Last Best Ask Volume | 330,000 |
Average Buy Volume | 326,468 |
Average Sell Volume | 326,468 |
Average Buy Value | 7,606 CHF |
Average Sell Value | 10,874 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |