SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.670 | ||||
Diff. absolute / % | -0.13 | -16.67% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236755109 |
Valor | 123675510 |
Symbol | WSOAJV |
Strike | 260.00 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 | 0.61 |
Time value | 0.06 |
Implied volatility | 0.42% |
Leverage | 7.68 |
Delta | 0.89 |
Gamma | 0.01 |
Vega | 0.17 |
Distance to Strike | -30.70 |
Distance to Strike in % | -10.56% |
Average Spread | 2.59% |
Last Best Bid Price | 0.78 CHF |
Last Best Ask Price | 0.80 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 59,919 |
Average Sell Volume | 59,919 |
Average Buy Value | 45,798 CHF |
Average Sell Value | 46,998 CHF |
Spreads Availability Ratio | 99.41% |
Quote Availability | 99.41% |