SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.640 | ||||
Diff. absolute / % | 0.02 | +3.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1302002865 |
Valor | 130200286 |
Symbol | WSNA3V |
Strike | 16.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/12/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.02 |
Time value | 0.62 |
Implied volatility | 0.61% |
Leverage | 3.29 |
Delta | 0.65 |
Gamma | 0.03 |
Vega | 0.05 |
Distance to Strike | -0.11 |
Distance to Strike in % | -0.68% |
Average Spread | 1.63% |
Last Best Bid Price | 0.60 CHF |
Last Best Ask Price | 0.61 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 51,230 |
Average Sell Volume | 51,230 |
Average Buy Value | 31,874 CHF |
Average Sell Value | 32,390 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |