SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
09:49:00 |
3.260
|
3.280
|
CHF | |
Volume |
64,000
|
64,000
|
Closing prev. day | 3.130 | ||||
Diff. absolute / % | -0.03 | -0.95% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245824730 |
Valor | 124582473 |
Symbol | WINDIV |
Strike | 40,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 1,000.00 |
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 | 0.12% |
Leverage | 7.74 |
Delta | 0.66 |
Gamma | 0.00 |
Vega | 178.33 |
Distance to Strike | 1,967.29 |
Distance to Strike in % | 5.17% |
Average Spread | 0.67% |
Last Best Bid Price | 3.11 CHF |
Last Best Ask Price | 3.13 CHF |
Last Best Bid Volume | 66,000 |
Last Best Ask Volume | 66,000 |
Average Buy Volume | 65,273 |
Average Sell Volume | 65,273 |
Average Buy Value | 200,561 CHF |
Average Sell Value | 201,876 CHF |
Spreads Availability Ratio | 99.20% |
Quote Availability | 99.20% |