SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.148 | ||||
Diff. absolute / % | -0.06 | -24.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274772883 |
Valor | 127477288 |
Symbol | WAMBSV |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/07/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.42% |
Leverage | 11.34 |
Delta | 0.46 |
Gamma | 0.01 |
Vega | 0.21 |
Distance to Strike | 6.73 |
Distance to Strike in % | 4.70% |
Average Spread | 5.23% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 CHF |
Last Best Bid Volume | 490,000 |
Last Best Ask Volume | 490,000 |
Average Buy Volume | 273,992 |
Average Sell Volume | 273,992 |
Average Buy Value | 50,939 CHF |
Average Sell Value | 53,688 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |