SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.038 | ||||
Diff. absolute / % | -0.03 | -68.42% |
Last Price | 0.172 | Volume | 10,000 | |
Time | 15:27:51 | Date | 26/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236753914 |
Valor | 123675391 |
Symbol | WTEALV |
Strike | 76.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 | 0.63% |
Leverage | 38.14 |
Delta | 0.16 |
Gamma | 0.02 |
Vega | 0.05 |
Distance to Strike | 19.90 |
Distance to Strike in % | 35.47% |
Average Spread | 80.26% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 16,000 |
Average Buy Volume | 76,842 |
Average Sell Volume | 15,368 |
Average Buy Value | 1,312 CHF |
Average Sell Value | 614 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |