SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 14.830 | ||||
Diff. absolute / % | 1.41 | +9.51% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823393 |
Valor | 124582339 |
Symbol | WSPDHV |
Strike | 4,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 06/03/2023 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 13.76 |
Time value | 0.63 |
Leverage | 3.69 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 1.27 |
Distance to Strike | -1,650.38 |
Distance to Strike in % | -29.21% |
Average Spread | 0.07% |
Last Best Bid Price | 14.83 CHF |
Last Best Ask Price | 14.84 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 60,000 |
Average Sell Volume | 60,000 |
Average Buy Value | 896,071 CHF |
Average Sell Value | 896,671 CHF |
Spreads Availability Ratio | 99.84% |
Quote Availability | 99.84% |