SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.500 | ||||
Diff. absolute / % | 0.02 | +4.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312963452 |
Valor | 131296345 |
Symbol | WUSA2V |
Strike | 148.00 JPY |
Type | Warrants |
Type | Bull |
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 |
Leverage | 2,892.72 |
Delta | 0.97 |
Gamma | 0.01 |
Vega | 0.05 |
Distance to Strike | -10.56 |
Distance to Strike in % | -6.66% |
Average Spread | 1.99% |
Last Best Bid Price | 0.49 CHF |
Last Best Ask Price | 0.50 CHF |
Last Best Bid Volume | 340,000 |
Last Best Ask Volume | 340,000 |
Average Buy Volume | 340,000 |
Average Sell Volume | 340,000 |
Average Buy Value | 169,066 CHF |
Average Sell Value | 172,466 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |