SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
12:45:00 |
0.062
|
0.072
|
CHF | |
Volume |
100,000
|
100,000
|
Closing prev. day | 0.058 | ||||
Diff. absolute / % | 0.00 | +6.90% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1260768416 |
Valor | 126076841 |
Symbol | WBAF4V |
Strike | 100.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/05/2023 |
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 | 0.49% |
Leverage | 14.81 |
Delta | 0.20 |
Gamma | 0.02 |
Vega | 0.08 |
Distance to Strike | 13.29 |
Distance to Strike in % | 15.33% |
Average Spread | 41.53% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 390,000 |
Last Best Ask Volume | 390,000 |
Average Buy Volume | 175,900 |
Average Sell Volume | 175,900 |
Average Buy Value | 4,764 CHF |
Average Sell Value | 6,536 CHF |
Spreads Availability Ratio | 99.22% |
Quote Availability | 99.22% |