SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.570 | ||||
Diff. absolute / % | -0.13 | -18.57% |
Last Price | 0.550 | Volume | 10,000 | |
Time | 11:20:20 | Date | 14/01/2025 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312965143 |
Valor | 131296514 |
Symbol | WSIA8V |
Strike | 30.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/01/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.13 |
Time value | 0.59 |
Implied volatility | 0.25% |
Leverage | 12.71 |
Delta | 0.60 |
Gamma | 0.17 |
Vega | 0.05 |
Distance to Strike | -0.25 |
Distance to Strike in % | -0.83% |
Average Spread | 1.61% |
Last Best Bid Price | 0.56 CHF |
Last Best Ask Price | 0.57 CHF |
Last Best Bid Volume | 160,000 |
Last Best Ask Volume | 160,000 |
Average Buy Volume | 159,895 |
Average Sell Volume | 159,895 |
Average Buy Value | 99,256 CHF |
Average Sell Value | 100,856 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |