SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.216 | ||||
Diff. absolute / % | -0.00 | -1.80% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337826791 |
Valor | 133782679 |
Symbol | WNOBHV |
Strike | 3.60 EUR |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/04/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.32% |
Leverage | 4.98 |
Delta | 0.56 |
Gamma | 0.52 |
Vega | 0.01 |
Distance to Strike | 0.04 |
Distance to Strike in % | 1.24% |
Average Spread | 4.86% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 200,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 40,182 CHF |
Average Sell Value | 42,182 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |