SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.360 | ||||
Diff. absolute / % | 0.01 | +2.90% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1302003095 |
Valor | 130200309 |
Symbol | WGLAMV |
Strike | 4.80 GBP |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/12/2023 |
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 | 0.06 |
Time value | 0.30 |
Implied volatility | 0.45% |
Leverage | 4.07 |
Delta | 0.59 |
Gamma | 0.44 |
Vega | 0.01 |
Distance to Strike | -0.13 |
Distance to Strike in % | -2.64% |
Average Spread | 2.97% |
Last Best Bid Price | 0.35 CHF |
Last Best Ask Price | 0.36 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 116,800 |
Average Sell Volume | 116,800 |
Average Buy Value | 38,802 CHF |
Average Sell Value | 39,972 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |