SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.980 | ||||
Diff. absolute / % | 0.21 | +27.27% |
Last Price | 1.030 | Volume | 10,765 | |
Time | 10:02:04 | Date | 19/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1260768937 |
Valor | 126076893 |
Symbol | WMSBMV |
Strike | 360.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
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 | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Leverage | 8.05 |
Delta | 0.97 |
Gamma | 0.00 |
Vega | 0.10 |
Distance to Strike | -49.74 |
Distance to Strike in % | -12.14% |
Average Spread | 1.20% |
Last Best Bid Price | 0.76 CHF |
Last Best Ask Price | 0.77 CHF |
Last Best Bid Volume | 160,000 |
Last Best Ask Volume | 160,000 |
Average Buy Volume | 90,712 |
Average Sell Volume | 90,712 |
Average Buy Value | 75,914 CHF |
Average Sell Value | 76,824 CHF |
Spreads Availability Ratio | 99.34% |
Quote Availability | 99.34% |