SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.02 | -80.00% |
Last Price | 0.070 | Volume | 1,100 | |
Time | 17:00:42 | Date | 29/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236753831 |
Valor | 123675383 |
Symbol | WADANV |
Strike | 40.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
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 | 0.35% |
Leverage | 145.20 |
Delta | 0.13 |
Gamma | 0.04 |
Vega | 0.03 |
Distance to Strike | 7.48 |
Distance to Strike in % | 23.00% |
Average Spread | 110.10% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 40,000 |
Last Best Ask Volume | 40,000 |
Average Buy Volume | 38,876 |
Average Sell Volume | 38,876 |
Average Buy Value | 231 CHF |
Average Sell Value | 791 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |