SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.050 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274786347 |
Valor | 127478634 |
Symbol | WNOB1V |
Strike | 3.60 EUR |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/07/2023 |
Date of maturity | 27/06/2024 |
Last trading day | 20/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.32% |
Leverage | 13.82 |
Delta | 0.34 |
Gamma | 1.12 |
Vega | 0.00 |
Distance to Strike | 0.17 |
Distance to Strike in % | 4.97% |
Average Spread | 19.63% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.06 CHF |
Last Best Bid Volume | 240,000 |
Last Best Ask Volume | 240,000 |
Average Buy Volume | 240,000 |
Average Sell Volume | 240,000 |
Average Buy Value | 11,030 CHF |
Average Sell Value | 13,430 CHF |
Spreads Availability Ratio | 99.61% |
Quote Availability | 99.61% |