SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
06.05.24
13:41:00 |
0.108
|
0.118
|
CHF | |
Volume |
300,000
|
300,000
|
Closing prev. day | 0.128 | ||||
Diff. absolute / % | -0.02 | -15.63% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1290593735 |
Valor | 129059373 |
Symbol | WGODXV |
Strike | 2,000.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/09/2023 |
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 |
Implied volatility | 0.16% |
Leverage | 16.46 |
Delta | -0.08 |
Gamma | 0.00 |
Vega | 2.62 |
Distance to Strike | 293.96 |
Distance to Strike in % | 12.81% |
Average Spread | 8.00% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 36,044 CHF |
Average Sell Value | 39,044 CHF |
Spreads Availability Ratio | 98.20% |
Quote Availability | 98.20% |