SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.156 | ||||
Diff. absolute / % | -0.01 | -6.98% |
Last Price | 0.164 | Volume | 276,487 | |
Time | 14:50:13 | Date | 16/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290664437 |
Valor | 129066443 |
Symbol | WEUAHV |
Strike | 1.06 USD |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 11/10/2023 |
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 | 0.08 |
Time value | 0.08 |
Leverage | 50.13 |
Delta | 0.74 |
Gamma | 12.06 |
Vega | 0.00 |
Distance to Strike | -0.01 |
Distance to Strike in % | -0.83% |
Average Spread | 5.63% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 CHF |
Last Best Bid Volume | 710,000 |
Last Best Ask Volume | 710,000 |
Average Buy Volume | 710,000 |
Average Sell Volume | 710,000 |
Average Buy Value | 122,946 CHF |
Average Sell Value | 130,046 CHF |
Spreads Availability Ratio | 99.24% |
Quote Availability | 99.24% |