SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
15:14:00 |
0.600
|
0.620
|
CHF | |
Volume |
70,000
|
70,000
|
Closing prev. day | 0.660 | ||||
Diff. absolute / % | -0.06 | -9.09% |
Last Price | 0.710 | Volume | 2,000 | |
Time | 16:37:11 | Date | 01/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1245824789 |
Valor | 124582478 |
Symbol | WIND1V |
Strike | 28,000.00 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 | 0.27% |
Leverage | 0.05 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 1.26 |
Distance to Strike | 10,225.66 |
Distance to Strike in % | 26.75% |
Average Spread | 3.08% |
Last Best Bid Price | 0.65 CHF |
Last Best Ask Price | 0.67 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 70,000 |
Average Buy Volume | 69,230 |
Average Sell Volume | 69,230 |
Average Buy Value | 45,549 CHF |
Average Sell Value | 46,944 CHF |
Spreads Availability Ratio | 99.58% |
Quote Availability | 99.58% |