SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | 0.01 | +14.58% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1312988855 |
Valor | 131298885 |
Symbol | WSCAKV |
Strike | 520.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 10/01/2024 |
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 |
Implied volatility | 0.15% |
Leverage | 25.99 |
Delta | -0.50 |
Gamma | 0.01 |
Vega | 0.68 |
Distance to Strike | 0.50 |
Distance to Strike in % | 0.10% |
Average Spread | 8.93% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 240,000 |
Last Best Ask Volume | 240,000 |
Average Buy Volume | 234,472 |
Average Sell Volume | 234,472 |
Average Buy Value | 25,184 CHF |
Average Sell Value | 27,529 CHF |
Spreads Availability Ratio | 99.20% |
Quote Availability | 99.20% |