SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
10.05.24
15:25:00 |
0.640
|
0.650
|
CHF | |
Volume |
260,000
|
260,000
|
Closing prev. day | 0.680 | ||||
Diff. absolute / % | -0.06 | -8.82% |
Last Price | 0.520 | Volume | 10,000 | |
Time | 09:29:15 | Date | 24/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236759689 |
Valor | 123675968 |
Symbol | WTSBQV |
Strike | 140.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/01/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.64 |
Time value | 0.00 |
Leverage | 4.46 |
Delta | 0.83 |
Gamma | 0.01 |
Vega | 0.15 |
Distance to Strike | -31.97 |
Distance to Strike in % | -18.59% |
Average Spread | 1.52% |
Last Best Bid Price | 0.67 CHF |
Last Best Ask Price | 0.68 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 245,793 |
Average Sell Volume | 245,793 |
Average Buy Value | 163,752 CHF |
Average Sell Value | 166,223 CHF |
Spreads Availability Ratio | 95.48% |
Quote Availability | 95.48% |