SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.038 | ||||
Diff. absolute / % | -0.02 | -57.89% |
Last Price | 0.100 | Volume | 30,000 | |
Time | 14:36:23 | Date | 11/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236797168 |
Valor | 123679716 |
Symbol | WTSDAV |
Strike | 200.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 30/01/2023 |
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 |
Implied volatility | 0.50% |
Leverage | 29.12 |
Delta | 0.31 |
Gamma | 0.01 |
Vega | 0.20 |
Distance to Strike | 28.03 |
Distance to Strike in % | 16.30% |
Average Spread | 29.57% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 735,755 |
Average Sell Volume | 735,755 |
Average Buy Value | 21,620 CHF |
Average Sell Value | 29,014 CHF |
Spreads Availability Ratio | 96.52% |
Quote Availability | 96.52% |