SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.250 | ||||
Diff. absolute / % | 0.12 | +83.10% |
Last Price | 0.142 | Volume | 500 | |
Time | 17:13:19 | Date | 16/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225203277 |
Valor | 122520327 |
Symbol | WSRCAV |
Strike | 110.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/12/2022 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.20% |
Leverage | 22.14 |
Delta | 0.49 |
Gamma | 0.05 |
Vega | 0.13 |
Distance to Strike | 0.35 |
Distance to Strike in % | 0.32% |
Average Spread | 6.92% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 59,925 |
Average Sell Volume | 59,925 |
Average Buy Value | 8,458 CHF |
Average Sell Value | 9,058 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |