SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.485 | ||||
Diff. absolute / % | -0.07 | -13.46% |
Last Price | 0.730 | Volume | 1,000 | |
Time | 13:40:59 | Date | 01/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1290616502 |
Valor | 129061650 |
Symbol | WNIANV |
Strike | 30,000.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 25/09/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 13/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.11% |
Leverage | 497.51 |
Delta | -0.06 |
Gamma | 0.00 |
Vega | 36.82 |
Distance to Strike | 8,236.07 |
Distance to Strike in % | 21.54% |
Average Spread | 5.93% |
Last Best Bid Price | 0.50 CHF |
Last Best Ask Price | 0.53 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 60,000 |
Average Sell Volume | 60,000 |
Average Buy Value | 29,446 CHF |
Average Sell Value | 31,246 CHF |
Spreads Availability Ratio | 99.69% |
Quote Availability | 99.69% |