SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
13:15:00 |
1.410
|
1.430
|
CHF | |
Volume |
350,000
|
350,000
|
Closing prev. day | 1.300 | ||||
Diff. absolute / % | 0.11 | +8.46% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245825083 |
Valor | 124582508 |
Symbol | WINEZV |
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 | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.13% |
Leverage | 12.57 |
Delta | 0.47 |
Gamma | 0.00 |
Vega | 120.90 |
Distance to Strike | 1,774.34 |
Distance to Strike in % | 4.64% |
Average Spread | 1.63% |
Last Best Bid Price | 1.28 CHF |
Last Best Ask Price | 1.30 CHF |
Last Best Bid Volume | 350,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 346,137 |
Average Sell Volume | 346,137 |
Average Buy Value | 433,335 CHF |
Average Sell Value | 440,309 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |