SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.550 | ||||
Diff. absolute / % | -0.05 | -8.93% |
Last Price | 0.850 | Volume | 1,000 | |
Time | 16:33:51 | Date | 19/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1313025152 |
Valor | 131302515 |
Symbol | WNIBAV |
Strike | 37,000.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 31/01/2024 |
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 | 0.04% |
Leverage | 2,294.95 |
Delta | -0.32 |
Gamma | 0.00 |
Vega | 46.27 |
Distance to Strike | 1,236.07 |
Distance to Strike in % | 3.23% |
Average Spread | 5.64% |
Last Best Bid Price | 0.55 CHF |
Last Best Ask Price | 0.58 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 | 31,050 CHF |
Average Sell Value | 32,850 CHF |
Spreads Availability Ratio | 99.56% |
Quote Availability | 99.56% |