SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.154 | ||||
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 | CH1337826940 |
Valor | 133782694 |
Symbol | WRIAAV |
Strike | 52.00 GBP |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/04/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.42% |
Leverage | 4.42 |
Delta | 0.35 |
Gamma | 0.08 |
Vega | 0.11 |
Distance to Strike | 1.57 |
Distance to Strike in % | 3.11% |
Average Spread | 6.62% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 220,000 |
Last Best Ask Volume | 220,000 |
Average Buy Volume | 210,475 |
Average Sell Volume | 210,475 |
Average Buy Value | 30,808 CHF |
Average Sell Value | 32,913 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |