SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.680 | ||||
Diff. absolute / % | -0.49 | -41.53% |
Last Price | 1.180 | Volume | 5,000 | |
Time | 10:36:09 | Date | 16/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236781154 |
Valor | 123678115 |
Symbol | WSLAWV |
Strike | 600.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/01/2023 |
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 | 0.51 |
Time value | 0.15 |
Implied volatility | 0.26% |
Leverage | 15.39 |
Delta | 0.81 |
Gamma | 0.01 |
Vega | 0.50 |
Distance to Strike | -25.60 |
Distance to Strike in % | -4.09% |
Average Spread | 1.77% |
Last Best Bid Price | 1.17 CHF |
Last Best Ask Price | 1.19 CHF |
Last Best Bid Volume | 30,000 |
Last Best Ask Volume | 3,000 |
Average Buy Volume | 29,301 |
Average Sell Volume | 11,112 |
Average Buy Value | 33,715 CHF |
Average Sell Value | 13,112 CHF |
Spreads Availability Ratio | 94.52% |
Quote Availability | 94.52% |