SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.02 | -80.00% |
Last Price | 0.028 | Volume | 4,000 | |
Time | 16:48:32 | Date | 15/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1260793489 |
Valor | 126079348 |
Symbol | WGIARV |
Strike | 76.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 30/05/2023 |
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 | 0.30% |
Leverage | 21.45 |
Delta | 0.03 |
Gamma | 0.02 |
Vega | 0.01 |
Distance to Strike | 8.38 |
Distance to Strike in % | 12.39% |
Average Spread | 137.69% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 330,000 |
Last Best Ask Volume | 330,000 |
Average Buy Volume | 149,386 |
Average Sell Volume | 149,386 |
Average Buy Value | 598 CHF |
Average Sell Value | 3,201 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |