SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.190 | ||||
Diff. absolute / % | 0.01 | +3.16% |
Last Price | 0.066 | Volume | 18,000 | |
Time | 14:40:04 | Date | 13/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290664593 |
Valor | 129066459 |
Symbol | WEUAOV |
Strike | 0.96 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 11/10/2023 |
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 |
Leverage | 45.10 |
Delta | 0.90 |
Gamma | 8.15 |
Vega | 0.00 |
Distance to Strike | -0.02 |
Distance to Strike in % | -2.23% |
Average Spread | 5.31% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 460,000 |
Last Best Ask Volume | 460,000 |
Average Buy Volume | 460,000 |
Average Sell Volume | 460,000 |
Average Buy Value | 84,415 CHF |
Average Sell Value | 89,015 CHF |
Spreads Availability Ratio | 99.80% |
Quote Availability | 99.80% |