SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.850 | ||||
Diff. absolute / % | 0.19 | +22.35% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245783902 |
Valor | 124578390 |
Symbol | WGOEAV |
Strike | 2,240.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/02/2023 |
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 |
Intrinsic value | 0.54 |
Time value | 0.53 |
Implied volatility | 0.21% |
Leverage | 15.48 |
Delta | 0.72 |
Gamma | 0.00 |
Vega | 2.73 |
Distance to Strike | -53.96 |
Distance to Strike in % | -2.35% |
Average Spread | 1.14% |
Last Best Bid Price | 0.84 CHF |
Last Best Ask Price | 0.85 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 200,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 175,325 CHF |
Average Sell Value | 177,325 CHF |
Spreads Availability Ratio | 98.18% |
Quote Availability | 98.18% |