SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.222 | ||||
Diff. absolute / % | -0.01 | -6.31% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290615116 |
Valor | 129061511 |
Symbol | WNKBKV |
Strike | 92.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/09/2023 |
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 | 0.26% |
Leverage | 6.70 |
Delta | 0.61 |
Gamma | 0.03 |
Vega | 0.27 |
Distance to Strike | 0.12 |
Distance to Strike in % | 0.13% |
Average Spread | 4.84% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 320,000 |
Last Best Ask Volume | 320,000 |
Average Buy Volume | 140,882 |
Average Sell Volume | 140,882 |
Average Buy Value | 29,779 CHF |
Average Sell Value | 31,201 CHF |
Spreads Availability Ratio | 99.57% |
Quote Availability | 99.57% |