SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.470 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.440 | Volume | 1,920 | |
Time | 11:41:00 | Date | 05/12/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1245824763 |
Valor | 124582476 |
Symbol | WINDXV |
Strike | 32,000.00 Points |
Type | Warrants |
Type | Bear |
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 | 0.29% |
Leverage | 0.00 |
Delta | -0.00 |
Vega | 0.08 |
Distance to Strike | 12,242.19 |
Distance to Strike in % | 27.67% |
Average Spread | 3.30% |
Last Best Bid Price | 0.47 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 350,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 345,400 |
Average Sell Volume | 345,400 |
Average Buy Value | 163,686 CHF |
Average Sell Value | 168,898 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |