SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.430 | ||||
Diff. absolute / % | 0.24 | +16.78% |
Last Price | 2.420 | Volume | 3,500 | |
Time | 10:36:28 | Date | 12/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1260764571 |
Valor | 126076457 |
Symbol | WGOBRV |
Strike | 2,160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/05/2023 |
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 | 1.34 |
Time value | 0.36 |
Implied volatility | 0.23% |
Leverage | 12.07 |
Delta | 0.89 |
Gamma | 0.00 |
Vega | 1.49 |
Distance to Strike | -133.96 |
Distance to Strike in % | -5.84% |
Average Spread | 0.68% |
Last Best Bid Price | 1.42 CHF |
Last Best Ask Price | 1.43 CHF |
Last Best Bid Volume | 170,000 |
Last Best Ask Volume | 170,000 |
Average Buy Volume | 170,000 |
Average Sell Volume | 170,000 |
Average Buy Value | 249,420 CHF |
Average Sell Value | 251,120 CHF |
Spreads Availability Ratio | 98.19% |
Quote Availability | 98.19% |