SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.216 | ||||
Diff. absolute / % | 0.00 | +1.85% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1274772974 |
Valor | 127477297 |
Symbol | WNKABV |
Strike | 96.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 10/07/2023 |
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 |
Intrinsic value | 0.21 |
Time value | 0.02 |
Implied volatility | 0.21% |
Leverage | 15.15 |
Delta | -0.73 |
Gamma | 0.06 |
Vega | 0.09 |
Distance to Strike | -4.12 |
Distance to Strike in % | -4.48% |
Average Spread | 4.53% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 140,000 |
Last Best Ask Volume | 140,000 |
Average Buy Volume | 64,496 |
Average Sell Volume | 64,496 |
Average Buy Value | 14,034 CHF |
Average Sell Value | 14,683 CHF |
Spreads Availability Ratio | 97.63% |
Quote Availability | 97.63% |