SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.400 | ||||
Diff. absolute / % | -0.08 | -16.67% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312988806 |
Valor | 131298880 |
Symbol | WSCABV |
Strike | 520.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/01/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.17% |
Leverage | 12.52 |
Delta | 0.45 |
Gamma | 0.00 |
Vega | 1.53 |
Distance to Strike | 8.00 |
Distance to Strike in % | 1.56% |
Average Spread | 3.61% |
Last Best Bid Price | 0.39 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 110,000 |
Average Sell Volume | 110,000 |
Average Buy Value | 45,001 CHF |
Average Sell Value | 46,651 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |