SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.068 | ||||
Diff. absolute / % | -0.01 | -14.71% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1301959321 |
Valor | 130195932 |
Symbol | WUSCZV |
Strike | 160.00 JPY |
Type | Warrants |
Type | Bull |
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 |
Implied volatility | 0.03% |
Leverage | 7,855.50 |
Delta | 0.29 |
Gamma | 0.03 |
Vega | 0.31 |
Distance to Strike | 4.48 |
Distance to Strike in % | 2.88% |
Average Spread | 16.96% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 599,075 |
Average Sell Volume | 599,075 |
Average Buy Value | 32,515 CHF |
Average Sell Value | 38,515 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |