SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.440 | ||||
Diff. absolute / % | -0.01 | -0.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236727991 |
Valor | 123672799 |
Symbol | WESB1V |
Strike | 4,800.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 28/12/2022 |
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 |
Intrinsic value | 1.39 |
Time value | 0.03 |
Leverage | 16.97 |
Delta | 0.95 |
Gamma | 0.00 |
Vega | 1.71 |
Distance to Strike | -278.96 |
Distance to Strike in % | -5.49% |
Average Spread | 0.70% |
Last Best Bid Price | 1.44 CHF |
Last Best Ask Price | 1.45 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 80,000 |
Average Buy Volume | 80,000 |
Average Sell Volume | 80,000 |
Average Buy Value | 114,363 CHF |
Average Sell Value | 115,163 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |