SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.192 | ||||
Diff. absolute / % | 0.02 | +12.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236755109 |
Valor | 123675510 |
Symbol | WSOAJV |
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 |
Implied volatility | 0.30% |
Leverage | 12.45 |
Delta | 0.48 |
Gamma | 0.02 |
Vega | 0.38 |
Distance to Strike | 1.50 |
Distance to Strike in % | 0.58% |
Average Spread | 6.46% |
Last Best Bid Price | 0.18 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 120,000 |
Last Best Ask Volume | 120,000 |
Average Buy Volume | 119,940 |
Average Sell Volume | 119,940 |
Average Buy Value | 21,611 CHF |
Average Sell Value | 23,051 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |