SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | 0.00 | +2.00% |
Last Price | 0.078 | Volume | 10,000 | |
Time | 11:03:40 | Date | 22/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245836510 |
Valor | 124583651 |
Symbol | WBAEMV |
Strike | 140.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/03/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.05 |
Time value | 0.06 |
Implied volatility | 0.21% |
Leverage | 17.65 |
Delta | 0.57 |
Gamma | 0.03 |
Vega | 0.19 |
Distance to Strike | -2.20 |
Distance to Strike in % | -1.55% |
Average Spread | 8.90% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 70,000 |
Average Buy Volume | 70,000 |
Average Sell Volume | 70,000 |
Average Buy Value | 7,576 CHF |
Average Sell Value | 8,276 CHF |
Spreads Availability Ratio | 99.88% |
Quote Availability | 99.88% |