SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.310 | ||||
Diff. absolute / % | 0.06 | +26.03% |
Last Price | 0.242 | Volume | 10,000 | |
Time | 17:13:35 | Date | 25/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236754086 |
Valor | 123675408 |
Symbol | WSTAIV |
Strike | 140.00 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 | 0.34% |
Leverage | 10.12 |
Delta | 0.45 |
Gamma | 0.03 |
Vega | 0.21 |
Distance to Strike | 2.35 |
Distance to Strike in % | 1.71% |
Average Spread | 4.91% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 90,000 |
Last Best Ask Volume | 90,000 |
Average Buy Volume | 90,294 |
Average Sell Volume | 90,294 |
Average Buy Value | 27,184 CHF |
Average Sell Value | 28,527 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |