SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.490 | ||||
Diff. absolute / % | 0.01 | +2.04% |
Last Price | 0.400 | Volume | 8,200 | |
Time | 09:15:10 | Date | 25/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1245824771 |
Valor | 124582477 |
Symbol | WIND0V |
Strike | 24,000.00 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 | 0.33% |
Leverage | 0.00 |
Delta | -0.00 |
Vega | 0.02 |
Distance to Strike | 13,964.49 |
Distance to Strike in % | 36.78% |
Average Spread | 3.45% |
Last Best Bid Price | 0.49 CHF |
Last Best Ask Price | 0.51 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 70,000 |
Average Buy Volume | 69,199 |
Average Sell Volume | 69,199 |
Average Buy Value | 32,506 CHF |
Average Sell Value | 33,621 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |