Login
Call-Warrant
Symbol:
WSIANV
ISIN:
CH1260764670
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.920 | ||||
| Diff. absolute / % | -0.06 | -6.19% | |||
Determined prices
| Last Price | 0.920 | Volume | 1,000 | |
| Time | 17:00:50 | Date | 03/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1260764670 |
| Valor | 126076467 |
| Symbol | WSIANV |
| Strike | 26.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| 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 |
Key data
| Intrinsic value | 0.70 |
| Time value | 0.31 |
| Implied volatility | 0.25% |
| Leverage | 9.40 |
| Delta | 0.69 |
| Gamma | 0.09 |
| Vega | 0.04 |
| Distance to Strike | -1.40 |
| Distance to Strike in % | -5.12% |
market maker quality Date: 25/04/2024
| Average Spread | 1.04% |
| Last Best Bid Price | 0.97 CHF |
| Last Best Ask Price | 0.98 CHF |
| Last Best Bid Volume | 140,000 |
| Last Best Ask Volume | 140,000 |
| Average Buy Volume | 140,000 |
| Average Sell Volume | 140,000 |
| Average Buy Value | 134,613 CHF |
| Average Sell Value | 136,013 CHF |
| Spreads Availability Ratio | 99.88% |
| Quote Availability | 99.88% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)