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Call-Warrant
Symbol:
WSIBSV
ISIN:
CH1236754920
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.460 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.560 | Volume | 50,000 | |
| Time | 14:30:04 | Date | 15/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1236754920 |
| Valor | 123675492 |
| Symbol | WSIBSV |
| Strike | 260.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| 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 |
Key data
| Intrinsic value | 0.42 |
| Time value | 0.04 |
| Implied volatility | 0.28% |
| Leverage | 11.48 |
| Delta | 0.93 |
| Gamma | 0.01 |
| Vega | 0.12 |
| Distance to Strike | -20.90 |
| Distance to Strike in % | -7.44% |
market maker quality Date: 16/05/2024
| Average Spread | 2.04% |
| Last Best Bid Price | 0.45 CHF |
| Last Best Ask Price | 0.46 CHF |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 59,914 |
| Average Sell Volume | 59,914 |
| Average Buy Value | 29,105 CHF |
| Average Sell Value | 29,705 CHF |
| Spreads Availability Ratio | 90.72% |
| Quote Availability | 90.72% |
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