SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.040 | ||||
Diff. absolute / % | -0.02 | -37.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274786479 |
Valor | 127478647 |
Symbol | WSNA0V |
Strike | 18.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/07/2023 |
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 | 0.51% |
Leverage | 14.87 |
Delta | 0.12 |
Gamma | 0.11 |
Vega | 0.01 |
Distance to Strike | 2.57 |
Distance to Strike in % | 16.69% |
Average Spread | 18.57% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 120,000 |
Last Best Ask Volume | 120,000 |
Average Buy Volume | 53,574 |
Average Sell Volume | 53,574 |
Average Buy Value | 2,538 CHF |
Average Sell Value | 3,076 CHF |
Spreads Availability Ratio | 99.89% |
Quote Availability | 99.89% |