SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.315 | ||||
Diff. absolute / % | -0.05 | -12.50% |
Last Price | 0.290 | Volume | 900 | |
Time | 10:19:50 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236754110 |
Valor | 123675411 |
Symbol | WSTAMV |
Strike | 110.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/01/2023 |
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 | 0.27 |
Time value | 0.04 |
Implied volatility | 0.40% |
Leverage | 7.37 |
Delta | 0.75 |
Gamma | 0.02 |
Vega | 0.12 |
Distance to Strike | -10.70 |
Distance to Strike in % | -8.86% |
Average Spread | 2.70% |
Last Best Bid Price | 0.36 CHF |
Last Best Ask Price | 0.37 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 109,837 |
Average Sell Volume | 109,837 |
Average Buy Value | 40,261 CHF |
Average Sell Value | 41,361 CHF |
Spreads Availability Ratio | 99.95% |
Quote Availability | 99.95% |