SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
12:48:00 |
2.000
|
2.010
|
CHF | |
Volume |
60,000
|
60,000
|
Closing prev. day | 2.020 | ||||
Diff. absolute / % | -0.03 | -1.49% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245858274 |
Valor | 124585827 |
Symbol | WGOGIV |
Strike | 130.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/03/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Leverage | 4.27 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.03 |
Distance to Strike | -43.63 |
Distance to Strike in % | -25.13% |
Average Spread | 0.85% |
Last Best Bid Price | 2.02 CHF |
Last Best Ask Price | 2.03 CHF |
Last Best Bid Volume | 140,000 |
Last Best Ask Volume | 140,000 |
Average Buy Volume | 52,041 |
Average Sell Volume | 52,041 |
Average Buy Value | 109,396 CHF |
Average Sell Value | 110,182 CHF |
Spreads Availability Ratio | 88.81% |
Quote Availability | 88.81% |