SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.01 | -40.00% |
Last Price | 0.020 | Volume | 30,000 | |
Time | 13:23:59 | Date | 29/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225162937 |
Valor | 122516293 |
Symbol | WNEBTV |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 |
Implied volatility | 0.21% |
Leverage | 9.73 |
Delta | 0.03 |
Gamma | 0.00 |
Vega | 0.04 |
Distance to Strike | 27.02 |
Distance to Strike in % | 29.06% |
Average Spread | 65.45% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 330,000 |
Last Best Ask Volume | 330,000 |
Average Buy Volume | 335,010 |
Average Sell Volume | 335,010 |
Average Buy Value | 3,455 CHF |
Average Sell Value | 6,807 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |