SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.041 | ||||
Diff. absolute / % | -0.02 | -32.65% |
Last Price | 0.052 | Volume | 20,000 | |
Time | 14:19:56 | Date | 21/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290664676 |
Valor | 129066467 |
Symbol | WEUB9V |
Strike | 0.98 CHF |
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 |
Implied volatility | 0.04% |
Leverage | 131.19 |
Delta | 0.42 |
Gamma | 23.50 |
Vega | 0.00 |
Distance to Strike | 0.01 |
Distance to Strike in % | 0.59% |
Average Spread | 23.08% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 600,000 |
Average Buy Value | 23,096 CHF |
Average Sell Value | 29,096 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |