SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.285 | ||||
Diff. absolute / % | -0.04 | -11.86% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236803594 |
Valor | 123680359 |
Symbol | WINDFV |
Strike | 40,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 1,000.00 |
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 |
Implied volatility | 0.15% |
Leverage | 18.31 |
Delta | 0.12 |
Gamma | 0.00 |
Vega | 28.20 |
Distance to Strike | 2,035.51 |
Distance to Strike in % | 5.36% |
Average Spread | 4.66% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.30 CHF |
Last Best Bid Volume | 350,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 345,985 |
Average Sell Volume | 345,985 |
Average Buy Value | 112,539 CHF |
Average Sell Value | 117,769 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |