SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
02.05.24
15:49:00 |
0.670
|
0.680
|
CHF | |
Volume |
75,000
|
75,000
|
Closing prev. day | 0.640 | ||||
Diff. absolute / % | 0.02 | +3.13% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1245823427 |
Valor | 124582342 |
Symbol | WSPDOV |
Strike | 3,200.00 Points |
Type | Warrants |
Type | Bear |
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 |
Implied volatility | 0.32% |
Leverage | 0.02 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 0.06 |
Distance to Strike | 1,818.39 |
Distance to Strike in % | 36.23% |
Average Spread | 1.57% |
Last Best Bid Price | 0.64 CHF |
Last Best Ask Price | 0.65 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 47,349 CHF |
Average Sell Value | 48,099 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |