SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
15.05.24
10:24:00 |
0.275
|
0.285
|
CHF | |
Volume |
110,000
|
110,000
|
Closing prev. day | 0.250 | ||||
Diff. absolute / % | 0.05 | +26.26% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290660708 |
Valor | 129066070 |
Symbol | WGLABV |
Strike | 4.80 GBP |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/10/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.06 |
Time value | 0.18 |
Implied volatility | 0.42% |
Leverage | 6.18 |
Delta | 0.60 |
Gamma | 0.59 |
Vega | 0.01 |
Distance to Strike | -0.12 |
Distance to Strike in % | -2.54% |
Average Spread | 4.49% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 CHF |
Last Best Bid Volume | 130,000 |
Last Best Ask Volume | 130,000 |
Average Buy Volume | 129,207 |
Average Sell Volume | 129,207 |
Average Buy Value | 28,262 CHF |
Average Sell Value | 29,554 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |