SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.640 | ||||
Diff. absolute / % | 0.03 | +4.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312963494 |
Valor | 131296349 |
Symbol | WUSA9V |
Strike | 144.00 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 | 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 |
Leverage | 2,193.98 |
Delta | 0.94 |
Gamma | 0.01 |
Vega | 0.12 |
Distance to Strike | -14.56 |
Distance to Strike in % | -9.18% |
Average Spread | 1.55% |
Last Best Bid Price | 0.64 CHF |
Last Best Ask Price | 0.65 CHF |
Last Best Bid Volume | 350,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 350,000 |
Average Sell Volume | 350,000 |
Average Buy Value | 224,345 CHF |
Average Sell Value | 227,845 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |