SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.152 | ||||
Diff. absolute / % | -0.03 | -15.12% |
Last Price | 0.070 | Volume | 400,000 | |
Time | 15:54:43 | Date | 01/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274811046 |
Valor | 127481104 |
Symbol | WEUCRV |
Strike | 0.96 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/08/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.14 |
Time value | 0.00 |
Leverage | 55.41 |
Delta | 0.84 |
Gamma | 14.55 |
Vega | 0.00 |
Distance to Strike | -0.01 |
Distance to Strike in % | -1.46% |
Average Spread | 6.10% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 360,000 |
Last Best Ask Volume | 360,000 |
Average Buy Volume | 360,000 |
Average Sell Volume | 360,000 |
Average Buy Value | 57,268 CHF |
Average Sell Value | 60,868 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |