SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.395 | ||||
Diff. absolute / % | -0.07 | -17.72% |
Last Price | 0.950 | Volume | 17,900 | |
Time | 11:15:17 | Date | 17/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1325093909 |
Valor | 132509390 |
Symbol | WRIAFV |
Strike | 52.00 GBP |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/02/2024 |
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 | 0.30% |
Leverage | 6.23 |
Delta | 0.34 |
Gamma | 0.07 |
Vega | 0.12 |
Distance to Strike | 2.05 |
Distance to Strike in % | 4.10% |
Average Spread | 2.52% |
Last Best Bid Price | 0.39 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 90,000 |
Last Best Ask Volume | 90,000 |
Average Buy Volume | 87,655 |
Average Sell Volume | 87,655 |
Average Buy Value | 34,422 CHF |
Average Sell Value | 35,298 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |