SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
12:58:00 |
0.106
|
0.118
|
CHF | |
Volume |
160,000
|
160,000
|
Closing prev. day | 0.088 | ||||
Diff. absolute / % | 0.02 | +18.18% |
Last Price | 0.174 | Volume | 7,500 | |
Time | 10:42:42 | Date | 13/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236754326 |
Valor | 123675432 |
Symbol | WGEANV |
Strike | 520.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
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 | 0.27% |
Leverage | 14.15 |
Delta | 0.28 |
Gamma | 0.01 |
Vega | 0.61 |
Distance to Strike | 21.80 |
Distance to Strike in % | 4.38% |
Average Spread | 11.44% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 170,000 |
Last Best Ask Volume | 170,000 |
Average Buy Volume | 170,000 |
Average Sell Volume | 170,000 |
Average Buy Value | 14,024 CHF |
Average Sell Value | 15,724 CHF |
Spreads Availability Ratio | 98.52% |
Quote Availability | 98.52% |