SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.365 | Volume | 35,000 | |
Time | 16:20:01 | Date | 12/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1301959172 |
Valor | 130195917 |
Symbol | WGBAHV |
Strike | 1.28 USD |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/11/2023 |
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 | 0.09% |
Leverage | 29.53 |
Delta | -0.75 |
Gamma | 9.31 |
Vega | 0.00 |
Distance to Strike | -0.03 |
Distance to Strike in % | -2.65% |
Average Spread | 3.21% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 370,000 |
Last Best Ask Volume | 370,000 |
Average Buy Volume | 370,000 |
Average Sell Volume | 370,000 |
Average Buy Value | 113,556 CHF |
Average Sell Value | 117,256 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |