SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
08.05.24
12:31:00 |
0.202
|
0.212
|
CHF | |
Volume |
500,000
|
500,000
|
Closing prev. day | 0.234 | ||||
Diff. absolute / % | -0.03 | -13.68% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1313030012 |
Valor | 131303001 |
Symbol | WCOA6V |
Strike | 85.00 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 | 0.16% |
Leverage | 21.13 |
Delta | 0.49 |
Gamma | 0.04 |
Vega | 0.15 |
Distance to Strike | 1.84 |
Distance to Strike in % | 2.21% |
Average Spread | 4.26% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 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 | 115,144 CHF |
Average Sell Value | 120,144 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |