SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.150 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 1.200 | Volume | 1,000 | |
Time | 15:02:43 | Date | 08/02/2021 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Long Call Warrant |
ISIN | CH0568975988 |
Valor | 56897598 |
Symbol | CREAHB |
Strike | 135.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First listing date | 05/10/2020 |
Date of maturity | 05/10/2023 |
Last trading day | 05/10/2023 |
Settlement Type | Keine Angabe |
IRS 871m | Not available |
Currency safeguarded | Yes |
Pricing | Keine Angabe |
Issuer | Helvetische Bank |
Implied volatility | 0.19% |
Leverage | 6.10 |
Delta | 0.44 |
Gamma | 0.01 |
Vega | 0.79 |
Distance to Strike | -10.00 |
Distance to Strike in % | -8.00% |
Average Spread | 24.39% |
Last Best Bid Price | 0.90 CHF |
Last Best Ask Price | 1.15 CHF |
Last Best Bid Volume | 3,000 |
Last Best Ask Volume | 3,000 |
Average Buy Volume | 3,000 |
Average Sell Volume | 3,000 |
Average Buy Value | 2,700 CHF |
Average Sell Value | 3,450 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |