Login
Call-Warrant
Symbol:
WSIB3V
ISIN:
CH1274762876
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 2.290 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1274762876 |
| Valor | 127476287 |
| Symbol | WSIB3V |
| Strike | 24.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/07/2023 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 1.70 |
| Time value | 0.69 |
| Implied volatility | 0.24% |
| Leverage | 4.39 |
| Delta | 0.77 |
| Gamma | 0.04 |
| Vega | 0.07 |
| Distance to Strike | -3.40 |
| Distance to Strike in % | -12.42% |
market maker quality Date: 25/04/2024
| Average Spread | 0.43% |
| Last Best Bid Price | 2.33 CHF |
| Last Best Ask Price | 2.34 CHF |
| Last Best Bid Volume | 130,000 |
| Last Best Ask Volume | 130,000 |
| Average Buy Volume | 130,000 |
| Average Sell Volume | 130,000 |
| Average Buy Value | 301,635 CHF |
| Average Sell Value | 302,935 CHF |
| Spreads Availability Ratio | 99.87% |
| Quote Availability | 99.87% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)