SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.240 | ||||
Diff. absolute / % | 0.09 | +55.49% |
Last Price | 0.242 | Volume | 20,000 | |
Time | 14:40:51 | Date | 10/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1260765057 |
Valor | 126076505 |
Symbol | WSIBOV |
Strike | 34.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/05/2023 |
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 | 0.26 |
Gamma | 0.10 |
Vega | 0.03 |
Distance to Strike | 2.50 |
Distance to Strike in % | 7.93% |
Average Spread | 5.79% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 199,712 |
Average Sell Volume | 199,712 |
Average Buy Value | 33,615 CHF |
Average Sell Value | 35,615 CHF |
Spreads Availability Ratio | 99.62% |
Quote Availability | 99.62% |