SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 4.990 | ||||
Diff. absolute / % | 0.47 | +10.31% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236771551 |
Valor | 123677155 |
Symbol | WDAG8V |
Strike | 15,800.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 13/01/2023 |
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 | 4.23 |
Time value | 0.77 |
Implied volatility | 0.40% |
Leverage | 7.15 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.62 |
Distance to Strike | -2,117.28 |
Distance to Strike in % | -11.82% |
Average Spread | 0.22% |
Last Best Bid Price | 4.55 CHF |
Last Best Ask Price | 4.56 CHF |
Last Best Bid Volume | 520,000 |
Last Best Ask Volume | 520,000 |
Average Buy Volume | 520,000 |
Average Sell Volume | 520,000 |
Average Buy Value | 2,403,240 CHF |
Average Sell Value | 2,408,440 CHF |
Spreads Availability Ratio | 99.93% |
Quote Availability | 99.93% |