SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.028 | ||||
Diff. absolute / % | -0.01 | -21.43% |
Last Price | 0.040 | Volume | 10,000 | |
Time | 11:59:32 | Date | 06/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290660138 |
Valor | 129066013 |
Symbol | WBABHV |
Strike | 40.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/10/2023 |
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 | 0.42% |
Leverage | 1.12 |
Delta | 0.02 |
Gamma | 0.01 |
Vega | 0.01 |
Distance to Strike | 11.94 |
Distance to Strike in % | 42.55% |
Average Spread | 37.74% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 989,939 |
Average Sell Volume | 989,939 |
Average Buy Value | 21,616 CHF |
Average Sell Value | 31,526 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |