SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.01 | -28.57% |
Last Price | 0.070 | Volume | 16,000 | |
Time | 12:39:03 | Date | 26/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1274762413 |
Valor | 127476241 |
Symbol | WUSAZV |
Strike | 0.88 CHF |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 04/07/2023 |
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 | 0.14% |
Delta | -0.03 |
Gamma | 2.83 |
Vega | 0.00 |
Distance to Strike | 0.04 |
Distance to Strike in % | 4.27% |
Average Spread | 37.63% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 599,772 |
Average Sell Volume | 599,772 |
Average Buy Value | 12,976 CHF |
Average Sell Value | 18,976 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |