SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
08.05.24
11:31:00 |
0.084
|
0.094
|
CHF | |
Volume |
500,000
|
500,000
|
Closing prev. day | 0.108 | ||||
Diff. absolute / % | -0.02 | -22.22% |
Last Price | 0.265 | Volume | 5,000 | |
Time | 10:47:08 | Date | 26/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1313029972 |
Valor | 131302997 |
Symbol | WCOA5V |
Strike | 90.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 31/01/2024 |
Date of maturity | 05/08/2024 |
Last trading day | 26/07/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.19% |
Leverage | 29.29 |
Delta | 0.30 |
Gamma | 0.04 |
Vega | 0.13 |
Distance to Strike | 6.84 |
Distance to Strike in % | 8.23% |
Average Spread | 9.33% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 51,217 CHF |
Average Sell Value | 56,217 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |