SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.02 | -80.00% |
Last Price | 0.028 | Volume | 20 | |
Time | 11:33:28 | Date | 11/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236811498 |
Valor | 123681149 |
Symbol | WTSDEV |
Strike | 260.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/02/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.68% |
Leverage | 42.11 |
Delta | 0.14 |
Gamma | 0.00 |
Vega | 0.15 |
Distance to Strike | 77.86 |
Distance to Strike in % | 42.75% |
Average Spread | 96.19% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 711,312 |
Average Sell Volume | 711,312 |
Average Buy Value | 4,945 CHF |
Average Sell Value | 14,266 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |