SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.295 | ||||
Diff. absolute / % | -0.03 | -8.06% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1260764704 |
Valor | 126076470 |
Symbol | WSIATV |
Strike | 30.00 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 |
Implied volatility | 0.35% |
Leverage | 13.24 |
Delta | 0.30 |
Gamma | 0.09 |
Vega | 0.04 |
Distance to Strike | 2.60 |
Distance to Strike in % | 9.48% |
Average Spread | 3.26% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 200,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 60,453 CHF |
Average Sell Value | 62,453 CHF |
Spreads Availability Ratio | 99.88% |
Quote Availability | 99.88% |