SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.232 | ||||
Diff. absolute / % | -0.02 | -8.66% |
Last Price | 0.254 | Volume | 5,000 | |
Time | 09:17:23 | Date | 06/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1301937111 |
Valor | 130193711 |
Symbol | WBAD8V |
Strike | 52.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2023 |
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 |
Intrinsic value | 0.19 |
Time value | 0.05 |
Implied volatility | 0.39% |
Leverage | 10.28 |
Delta | 0.85 |
Gamma | 0.07 |
Vega | 0.04 |
Distance to Strike | -3.70 |
Distance to Strike in % | -6.64% |
Average Spread | 4.49% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 90,000 |
Last Best Ask Volume | 90,000 |
Average Buy Volume | 90,000 |
Average Sell Volume | 90,000 |
Average Buy Value | 19,587 CHF |
Average Sell Value | 20,487 CHF |
Spreads Availability Ratio | 98.26% |
Quote Availability | 98.26% |