SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.118 | ||||
Diff. absolute / % | -0.01 | -13.73% |
Last Price | 0.118 | Volume | 10,000 | |
Time | 11:10:49 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1313029972 |
Valor | 131302997 |
Symbol | WCOA5V |
Strike | 90.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 31/01/2024 |
Date of maturity | 05/08/2024 |
Last trading day | 26/07/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.19% |
Leverage | 26.08 |
Delta | 0.32 |
Gamma | 0.04 |
Vega | 0.14 |
Distance to Strike | 6.12 |
Distance to Strike in % | 7.30% |
Average Spread | 11.02% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 42,931 CHF |
Average Sell Value | 47,931 CHF |
Spreads Availability Ratio | 99.63% |
Quote Availability | 99.63% |