SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.024 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.050 | Volume | 20,000 | |
Time | 15:21:50 | Date | 02/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236753773 |
Valor | 123675377 |
Symbol | WADAAV |
Strike | 36.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/01/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.30% |
Leverage | 40.62 |
Delta | 0.30 |
Gamma | 0.06 |
Vega | 0.04 |
Distance to Strike | 3.48 |
Distance to Strike in % | 10.70% |
Average Spread | 36.89% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 70,000 |
Average Buy Volume | 70,000 |
Average Sell Volume | 70,000 |
Average Buy Value | 1,552 CHF |
Average Sell Value | 2,252 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |