SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | -0.07 | -20.59% |
Last Price | 0.255 | Volume | 500 | |
Time | 13:48:42 | Date | 13/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236754334 |
Valor | 123675433 |
Symbol | WGEAPV |
Strike | 560.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
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 |
Implied volatility | 0.25% |
Leverage | 19.81 |
Delta | 0.50 |
Gamma | 0.01 |
Vega | 0.65 |
Distance to Strike | 0.60 |
Distance to Strike in % | 0.11% |
Average Spread | 7.79% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 60,000 |
Average Sell Volume | 60,000 |
Average Buy Value | 18,553 CHF |
Average Sell Value | 20,053 CHF |
Spreads Availability Ratio | 99.33% |
Quote Availability | 99.33% |