SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.460 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1313030079 |
Valor | 131303007 |
Symbol | WCOBAV |
Strike | 85.00 USD |
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 | 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 |
Intrinsic value | 0.11 |
Time value | 0.32 |
Implied volatility | 0.29% |
Leverage | 9.32 |
Delta | -0.48 |
Gamma | 0.04 |
Vega | 0.15 |
Distance to Strike | -1.12 |
Distance to Strike in % | -1.34% |
Average Spread | 1.91% |
Last Best Bid Price | 0.47 CHF |
Last Best Ask Price | 0.48 CHF |
Last Best Bid Volume | 440,000 |
Last Best Ask Volume | 440,000 |
Average Buy Volume | 440,000 |
Average Sell Volume | 440,000 |
Average Buy Value | 228,754 CHF |
Average Sell Value | 233,154 CHF |
Spreads Availability Ratio | 99.63% |
Quote Availability | 99.63% |