SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.395 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1325128937 |
Valor | 132512893 |
Symbol | WRIAPV |
Strike | 44.00 GBP |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/03/2024 |
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 |
Intrinsic value | 0.32 |
Time value | 0.17 |
Implied volatility | 1.00% |
Leverage | 5.15 |
Delta | 1.00 |
Distance to Strike | -6.43 |
Distance to Strike in % | -12.75% |
Average Spread | 2.49% |
Last Best Bid Price | 0.40 CHF |
Last Best Ask Price | 0.41 CHF |
Last Best Bid Volume | 120,000 |
Last Best Ask Volume | 120,000 |
Average Buy Volume | 113,081 |
Average Sell Volume | 113,081 |
Average Buy Value | 44,894 CHF |
Average Sell Value | 46,025 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |