SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.030 | ||||
Diff. absolute / % | 0.04 | +4.08% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1325072796 |
Valor | 132507279 |
Symbol | WSNAFV |
Strike | 14.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/02/2024 |
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 | 0.53 |
Time value | 0.51 |
Implied volatility | 0.61% |
Leverage | 2.80 |
Delta | 0.72 |
Gamma | 0.03 |
Vega | 0.04 |
Distance to Strike | -2.11 |
Distance to Strike in % | -13.10% |
Average Spread | 1.52% |
Last Best Bid Price | 0.98 CHF |
Last Best Ask Price | 0.99 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 80,000 |
Average Buy Volume | 34,764 |
Average Sell Volume | 34,764 |
Average Buy Value | 34,876 CHF |
Average Sell Value | 35,333 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |