SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.200 | ||||
Diff. absolute / % | -0.05 | -33.33% |
Last Price | 0.420 | Volume | 40,000 | |
Time | 15:00:09 | Date | 10/12/2020 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0581426217 |
Valor | 58142621 |
Symbol | WTSCAV |
Strike | 800.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First listing date | 30/11/2020 |
Date of maturity | 26/03/2021 |
Last trading day | 19/03/2021 |
Settlement Type | Keine Angabe |
IRS 871m | Not available |
Currency safeguarded | No |
Pricing | Keine Angabe |
Issuer | Bank Vontobel |
Implied volatility | 0.66% |
Leverage | 9.88 |
Delta | 0.20 |
Gamma | 0.00 |
Vega | 0.52 |
Distance to Strike | -116.69 |
Distance to Strike in % | -17.08% |
Average Spread | 4.96% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 400,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 180,721 |
Average Sell Volume | 180,721 |
Average Buy Value | 35,008 CHF |
Average Sell Value | 36,816 CHF |
Spreads Availability Ratio | 96.93% |
Quote Availability | 96.93% |