SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.108 | ||||
Diff. absolute / % | -0.01 | -11.11% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1274844740 |
Valor | 127484474 |
Symbol | WNKAUV |
Strike | 92.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 28/08/2023 |
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 | 0.23% |
Leverage | 19.46 |
Delta | -0.40 |
Gamma | 0.07 |
Vega | 0.11 |
Distance to Strike | 0.76 |
Distance to Strike in % | 0.82% |
Average Spread | 10.16% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 88,117 |
Average Sell Volume | 88,117 |
Average Buy Value | 8,815 CHF |
Average Sell Value | 9,701 CHF |
Spreads Availability Ratio | 98.79% |
Quote Availability | 98.79% |