SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.054 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1260765172 |
Valor | 126076517 |
Symbol | WSICZV |
Strike | 20.00 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 | 0.33% |
Leverage | 16.23 |
Delta | -0.06 |
Gamma | 0.02 |
Vega | 0.02 |
Distance to Strike | 7.40 |
Distance to Strike in % | 27.01% |
Average Spread | 19.52% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.06 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 | 9,263 CHF |
Average Sell Value | 11,263 CHF |
Spreads Availability Ratio | 99.90% |
Quote Availability | 99.90% |