SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.162 | ||||
Diff. absolute / % | -0.00 | -2.41% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337826957 |
Valor | 133782695 |
Symbol | WRIACV |
Strike | 56.00 GBP |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 | 0.37% |
Leverage | 2.79 |
Delta | 0.12 |
Gamma | 0.04 |
Vega | 0.06 |
Distance to Strike | 5.57 |
Distance to Strike in % | 11.05% |
Average Spread | 6.23% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 107,133 |
Average Sell Volume | 107,133 |
Average Buy Value | 16,734 CHF |
Average Sell Value | 17,805 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |