SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.880 | ||||
Diff. absolute / % | -0.14 | -13.73% |
Last Price | 0.880 | Volume | 4,000 | |
Time | 14:14:49 | Date | 17/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274765960 |
Valor | 127476596 |
Symbol | WSLABV |
Strike | 560.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/07/2023 |
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 |
Intrinsic value | 0.66 |
Time value | 0.20 |
Implied volatility | 0.31% |
Leverage | 6.41 |
Delta | 0.88 |
Gamma | 0.01 |
Vega | 0.78 |
Distance to Strike | -65.60 |
Distance to Strike in % | -10.49% |
Average Spread | 0.99% |
Last Best Bid Price | 1.02 CHF |
Last Best Ask Price | 1.03 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 49,881 |
Average Sell Volume | 49,881 |
Average Buy Value | 50,133 CHF |
Average Sell Value | 50,632 CHF |
Spreads Availability Ratio | 98.79% |
Quote Availability | 98.79% |