SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.062 | ||||
Diff. absolute / % | -0.01 | -19.35% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337827013 |
Valor | 133782701 |
Symbol | WIBADV |
Strike | 200.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/04/2024 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.22% |
Leverage | 39.80 |
Delta | 0.25 |
Gamma | 0.01 |
Vega | 0.31 |
Distance to Strike | 31.97 |
Distance to Strike in % | 19.03% |
Average Spread | 16.63% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 80,000 |
Average Buy Volume | 37,182 |
Average Sell Volume | 37,182 |
Average Buy Value | 2,115 CHF |
Average Sell Value | 2,490 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |