SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 2.430 | ||||
Diff. absolute / % | 0.25 | +10.29% |
Last Price | 1.810 | Volume | 1,000 | |
Time | 10:46:19 | Date | 21/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1260764639 |
Valor | 126076463 |
Symbol | WGOCBV |
Strike | 2,080.00 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 | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 2.14 |
Time value | 0.57 |
Implied volatility | 0.17% |
Leverage | 7.65 |
Delta | 0.90 |
Gamma | 0.00 |
Vega | 2.40 |
Distance to Strike | -213.96 |
Distance to Strike in % | -9.33% |
Average Spread | 0.40% |
Last Best Bid Price | 2.42 CHF |
Last Best Ask Price | 2.43 CHF |
Last Best Bid Volume | 160,000 |
Last Best Ask Volume | 160,000 |
Average Buy Volume | 160,000 |
Average Sell Volume | 160,000 |
Average Buy Value | 395,021 CHF |
Average Sell Value | 396,621 CHF |
Spreads Availability Ratio | 98.17% |
Quote Availability | 98.17% |