SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.05.24
12:00:00 |
0.216
|
0.230
|
CHF | |
Volume |
50,000
|
50,000
|
Closing prev. day | 0.198 | ||||
Diff. absolute / % | 0.01 | +7.07% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1301947466 |
Valor | 130194746 |
Symbol | WRIANV |
Strike | 64.00 GBP |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/11/2023 |
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 |
Implied volatility | 0.30% |
Leverage | 2.85 |
Delta | 0.05 |
Gamma | 0.02 |
Vega | 0.04 |
Distance to Strike | 8.78 |
Distance to Strike in % | 15.90% |
Average Spread | 6.55% |
Last Best Bid Price | 0.18 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 49,604 |
Average Sell Volume | 49,604 |
Average Buy Value | 10,352 CHF |
Average Sell Value | 11,048 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |