SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.088 | ||||
Diff. absolute / % | -0.04 | -40.43% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1312955920 |
Valor | 131295592 |
Symbol | WNIAVV |
Strike | 32,000.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 22/12/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 14/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.17% |
Leverage | 238.05 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 1.45 |
Distance to Strike | 6,236.07 |
Distance to Strike in % | 16.31% |
Average Spread | 37.59% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 60,000 |
Average Sell Volume | 60,000 |
Average Buy Value | 3,643 CHF |
Average Sell Value | 5,323 CHF |
Spreads Availability Ratio | 99.60% |
Quote Availability | 99.60% |