SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.05.24
12:02:00 |
0.096
|
0.106
|
CHF | |
Volume |
300,000
|
300,000
|
Closing prev. day | 0.102 | ||||
Diff. absolute / % | -0.01 | -5.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1290593735 |
Valor | 129059373 |
Symbol | WGODXV |
Strike | 2,000.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/09/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.17% |
Leverage | 12.31 |
Delta | -0.05 |
Gamma | 0.00 |
Vega | 1.89 |
Distance to Strike | 338.26 |
Distance to Strike in % | 14.47% |
Average Spread | 10.18% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 27,988 CHF |
Average Sell Value | 30,988 CHF |
Spreads Availability Ratio | 99.45% |
Quote Availability | 99.45% |