SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 2.560 | ||||
Diff. absolute / % | -0.16 | -5.95% |
Last Price | 2.700 | Volume | 5,000 | |
Time | 10:32:34 | Date | 08/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236754649 |
Valor | 123675464 |
Symbol | WVAAUV |
Strike | 340.00 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 |
Intrinsic value | 2.57 |
Time value | 0.01 |
Implied volatility | 0.65% |
Leverage | 3.63 |
Delta | 1.00 |
Distance to Strike | -128.60 |
Distance to Strike in % | -27.44% |
Average Spread | 1.12% |
Last Best Bid Price | 2.66 CHF |
Last Best Ask Price | 2.69 CHF |
Last Best Bid Volume | 40,000 |
Last Best Ask Volume | 40,000 |
Average Buy Volume | 39,765 |
Average Sell Volume | 39,765 |
Average Buy Value | 107,399 CHF |
Average Sell Value | 108,599 CHF |
Spreads Availability Ratio | 98.75% |
Quote Availability | 98.75% |