SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.380 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.375 | Volume | 20,000 | |
Time | 09:17:34 | Date | 26/01/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1302018382 |
Valor | 130201838 |
Symbol | WNOBLV |
Strike | 2.80 EUR |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/12/2023 |
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 | 0.31 |
Time value | 0.07 |
Implied volatility | 0.35% |
Leverage | 3.97 |
Delta | 0.88 |
Gamma | 0.28 |
Vega | 0.01 |
Distance to Strike | -0.63 |
Distance to Strike in % | -18.36% |
Average Spread | 2.60% |
Last Best Bid Price | 0.38 CHF |
Last Best Ask Price | 0.39 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 147,490 |
Average Sell Volume | 147,490 |
Average Buy Value | 55,933 CHF |
Average Sell Value | 57,408 CHF |
Spreads Availability Ratio | 99.60% |
Quote Availability | 99.60% |