SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.050 | ||||
Diff. absolute / % | -0.01 | -19.35% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236781170 |
Valor | 123678117 |
Symbol | WALBAV |
Strike | 84.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/01/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Delta | 0.30 |
Gamma | 0.05 |
Vega | 0.08 |
Distance to Strike | 3.92 |
Distance to Strike in % | 4.90% |
Average Spread | 14.16% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 99,855 |
Average Sell Volume | 99,855 |
Average Buy Value | 6,580 CHF |
Average Sell Value | 7,580 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |