SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.500 | ||||
Diff. absolute / % | 0.08 | +18.07% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236754144 |
Valor | 123675414 |
Symbol | WSTAOV |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
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 |
Intrinsic value | 0.44 |
Time value | 0.06 |
Implied volatility | 0.44% |
Leverage | 6.49 |
Delta | 0.94 |
Gamma | 0.01 |
Vega | 0.06 |
Distance to Strike | -17.65 |
Distance to Strike in % | -12.82% |
Average Spread | 2.08% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.42 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,293 |
Average Sell Volume | 100,293 |
Average Buy Value | 48,143 CHF |
Average Sell Value | 49,146 CHF |
Spreads Availability Ratio | 99.84% |
Quote Availability | 99.84% |