SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.026 | ||||
Diff. absolute / % | -0.01 | -53.85% |
Last Price | 0.160 | Volume | 6,250 | |
Time | 11:08:12 | Date | 04/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1274811061 |
Valor | 127481106 |
Symbol | WEUCSV |
Strike | 0.96 CHF |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/08/2023 |
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 |
Implied volatility | 0.08% |
Leverage | 20.43 |
Delta | -0.03 |
Gamma | 5.63 |
Vega | 0.00 |
Distance to Strike | 0.02 |
Distance to Strike in % | 2.09% |
Average Spread | 43.71% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 600,000 |
Average Buy Value | 10,777 CHF |
Average Sell Value | 16,777 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |