SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.410 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 2.050 | Volume | 1,200 | |
Time | 09:56:54 | Date | 25/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225162689 |
Valor | 122516268 |
Symbol | WUBCDV |
Strike | 18.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/11/2022 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 1.38 |
Time value | 0.02 |
Implied volatility | 0.32% |
Leverage | 3.55 |
Delta | 1.00 |
Gamma | 0.03 |
Vega | 0.00 |
Distance to Strike | -6.91 |
Distance to Strike in % | -27.74% |
Average Spread | 0.70% |
Last Best Bid Price | 1.40 CHF |
Last Best Ask Price | 1.41 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 110,000 |
Average Sell Volume | 110,000 |
Average Buy Value | 157,397 CHF |
Average Sell Value | 158,497 CHF |
Spreads Availability Ratio | 96.95% |
Quote Availability | 96.95% |