SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
16:02:00 |
0.004
|
0.026
|
CHF | |
Volume |
80,000
|
80,000
|
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.01 | -70.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236806803 |
Valor | 123680680 |
Symbol | WGEAXV |
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 | 02/02/2023 |
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 | 0.28% |
Leverage | 59.12 |
Delta | 0.01 |
Gamma | 0.00 |
Vega | 0.06 |
Distance to Strike | 97.00 |
Distance to Strike in % | 19.28% |
Average Spread | - |
Last Best Bid Price | - CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 0 |
Last Best Ask Volume | 90,000 |
Average Buy Volume | 0 |
Average Sell Volume | 0 |
Average Buy Value | 0 CHF |
Average Sell Value | 0 CHF |
Spreads Availability Ratio | 0.00% |
Quote Availability | 98.52% |