SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.160 | ||||
Diff. absolute / % | -0.02 | -11.76% |
Last Price | 0.310 | Volume | 10,000 | |
Time | 09:18:43 | Date | 12/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1301959354 |
Valor | 130195935 |
Symbol | WUSC2V |
Strike | 156.00 JPY |
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 | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Leverage | 5,793.00 |
Delta | -0.57 |
Gamma | 0.07 |
Vega | 0.19 |
Distance to Strike | -0.48 |
Distance to Strike in % | -0.31% |
Average Spread | 5.55% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 450,000 |
Average Buy Volume | 449,321 |
Average Sell Volume | 449,321 |
Average Buy Value | 79,436 CHF |
Average Sell Value | 83,936 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |