SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.030 | ||||
Diff. absolute / % | -4.55 | -99.78% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1124605085 |
Valor | 112460508 |
Symbol | WTWAVV |
Strike | 64.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/08/2021 |
Date of maturity | 23/12/2022 |
Last trading day | 16/12/2022 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Leverage | 24.05 |
Delta | 0.24 |
Gamma | 0.02 |
Vega | 0.09 |
Distance to Strike | -24.42 |
Distance to Strike in % | -61.70% |
Average Spread | - |
Last Best Bid Price | - CHF |
Last Best Ask Price | - CHF |
Last Best Bid Volume | 0 |
Last Best Ask Volume | 0 |
Average Buy Volume | 0 |
Average Sell Volume | 0 |
Average Buy Value | 0 CHF |
Average Sell Value | 0 CHF |
Spreads Availability Ratio | 0.00% |
Quote Availability | 0.00% |