SIX Structured Products | Geld | Brief | Währung | |
---|---|---|---|---|
Kurs
06.05.24
15:52:00 |
0.285
|
0.295
|
CHF | |
Volumen |
570'000
|
570'000
|
Closing Vortag | 0.310 | ||||
Diff. Absolut / % | -0.03 | -9.68% |
Letzter Kurs | 0.295 | Volumen | 150'000 | |
Zeit | 14:31:17 | Datum | 06.05.2024 |
Details | Basiswert | Auszahlungsprofil | Risiko Indikator | Informationen & Tools | Ähnliche Produkte |
Name | Call-Warrant |
ISIN | CH1290643894 |
Valor | 129064389 |
Symbol | WAAARV |
Strike | 180.00 USD |
Produkttyp | Warrants |
Typ | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Produkt | Nein |
Ausübungsstil | American |
Währung | Swiss Franc |
Erster Handelstag | 04.10.2023 |
Fälligkeit | 27.09.2024 |
Letzter Handelstag | 20.09.2024 |
Settlement Type | Cash-Zahlung |
IRS 871m | Potentially in scope for combined transactions |
Währungssicherheit | Nein |
Preisstellung | Dirty |
Emittent | Bank Vontobel |
Innerer Wert | 0.08 |
Zeitwert | 0.20 |
Implizite Volatilität | 0.17% |
Hebel | 10.10 |
Delta | 0.62 |
Gamma | 0.01 |
Vega | 0.43 |
Abstand Strike | -3.39 |
Abstand Strike in % | -1.85% |
Average Spread | 3.25% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 720'000 |
Last Best Ask Volume | 720'000 |
Average Buy Volume | 265'220 |
Average Sell Volume | 265'218 |
Average Buy Value | 83'986 CHF |
Average Sell Value | 86'668 CHF |
Spreads Availability Ratio | 98.01% |
Quote Availability | 98.02% |