SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 3.100 | ||||
Diff. absolute / % | -0.41 | -13.23% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236802901 |
Valor | 123680290 |
Symbol | WSPDDV |
Strike | 4,800.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 01/02/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 2.22 |
Time value | 0.38 |
Implied volatility | 0.08% |
Leverage | 17.00 |
Delta | 0.88 |
Gamma | 0.00 |
Vega | 3.72 |
Distance to Strike | -222.49 |
Distance to Strike in % | -4.43% |
Average Spread | 0.30% |
Last Best Bid Price | 3.09 CHF |
Last Best Ask Price | 3.10 CHF |
Last Best Bid Volume | 90,000 |
Last Best Ask Volume | 90,000 |
Average Buy Volume | 90,000 |
Average Sell Volume | 90,000 |
Average Buy Value | 295,865 CHF |
Average Sell Value | 296,765 CHF |
Spreads Availability Ratio | 99.52% |
Quote Availability | 99.52% |