SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
21.05.24
09:29:00 |
0.285
|
0.295
|
CHF | |
Volume |
650,000
|
650,000
|
Closing prev. day | 0.295 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.270 | Volume | 20,000 | |
Time | 09:38:34 | Date | 08/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1301959230 |
Valor | 130195923 |
Symbol | WEUCPV |
Strike | 1.120 USD |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/11/2023 |
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 |
Delta | -0.70 |
Gamma | 14.08 |
Vega | 0.00 |
Distance to Strike | -0.03 |
Distance to Strike in % | -3.13% |
Average Spread | 3.28% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.30 CHF |
Last Best Bid Volume | 670,000 |
Last Best Ask Volume | 670,000 |
Average Buy Volume | 670,000 |
Average Sell Volume | 670,000 |
Average Buy Value | 200,777 CHF |
Average Sell Value | 207,477 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |