SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.172 | ||||
Diff. absolute / % | -0.05 | -25.81% |
Last Price | 0.370 | Volume | 5,000 | |
Time | 14:03:47 | Date | 15/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1312955912 |
Valor | 131295591 |
Symbol | WNIAUV |
Strike | 34,000.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 22/12/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 14/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.13% |
Leverage | 1,022.64 |
Delta | -0.04 |
Gamma | 0.00 |
Vega | 11.08 |
Distance to Strike | 4,236.07 |
Distance to Strike in % | 11.08% |
Average Spread | 17.93% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 60,000 |
Average Sell Volume | 60,000 |
Average Buy Value | 8,558 CHF |
Average Sell Value | 10,238 CHF |
Spreads Availability Ratio | 99.67% |
Quote Availability | 99.67% |