SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
10:26:00 |
0.042
|
0.052
|
CHF | |
Volume |
19,000
|
19,000
|
Closing prev. day | 0.038 | ||||
Diff. absolute / % | 0.02 | +90.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245807396 |
Valor | 124580739 |
Symbol | WBADTV |
Strike | 96.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/02/2023 |
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 | 0.46% |
Leverage | 16.49 |
Delta | 0.29 |
Gamma | 0.03 |
Vega | 0.09 |
Distance to Strike | 9.29 |
Distance to Strike in % | 10.71% |
Average Spread | 65.95% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 770,000 |
Last Best Ask Volume | 770,000 |
Average Buy Volume | 351,210 |
Average Sell Volume | 351,210 |
Average Buy Value | 5,722 CHF |
Average Sell Value | 9,350 CHF |
Spreads Availability Ratio | 99.22% |
Quote Availability | 99.22% |