SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.01 | -60.00% |
Last Price | 0.018 | Volume | 20,000 | |
Time | 12:03:11 | Date | 24/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236797119 |
Valor | 123679711 |
Symbol | WTSCSV |
Strike | 220.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 30/01/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.61% |
Leverage | 6.97 |
Delta | 0.02 |
Gamma | 0.00 |
Vega | 0.02 |
Distance to Strike | 41.68 |
Distance to Strike in % | 23.37% |
Average Spread | 84.83% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 940,000 |
Last Best Ask Volume | 940,000 |
Average Buy Volume | 466,161 |
Average Sell Volume | 466,161 |
Average Buy Value | 3,912 CHF |
Average Sell Value | 9,354 CHF |
Spreads Availability Ratio | 99.90% |
Quote Availability | 99.90% |