SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.265 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.520 | Volume | 10,000 | |
Time | 15:35:50 | Date | 21/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1260765164 |
Valor | 126076516 |
Symbol | WSICWV |
Strike | 24.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 2.00 |
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 |
Implied volatility | 0.28% |
Leverage | 12.20 |
Delta | -0.22 |
Gamma | 0.05 |
Vega | 0.05 |
Distance to Strike | 3.40 |
Distance to Strike in % | 12.42% |
Average Spread | 3.95% |
Last Best Bid Price | 0.26 CHF |
Last Best Ask Price | 0.27 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 | 49,653 CHF |
Average Sell Value | 51,653 CHF |
Spreads Availability Ratio | 99.90% |
Quote Availability | 99.90% |