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Call-Warrant
Symbol:
WSRBNV
ISIN:
CH1225162804
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 2.040 | ||||
| Diff. absolute / % | 0.22 | +11.96% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1225162804 |
| Valor | 122516280 |
| Symbol | WSRBNV |
| Strike | 92.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/11/2022 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 1.80 |
| Time value | 0.24 |
| Implied volatility | 0.35% |
| Leverage | 4.96 |
| Delta | 0.92 |
| Gamma | 0.02 |
| Vega | 0.10 |
| Distance to Strike | -18.00 |
| Distance to Strike in % | -16.36% |
market maker quality Date: 16/05/2024
| Average Spread | 0.55% |
| Last Best Bid Price | 1.84 CHF |
| Last Best Ask Price | 1.85 CHF |
| Last Best Bid Volume | 40,000 |
| Last Best Ask Volume | 40,000 |
| Average Buy Volume | 39,948 |
| Average Sell Volume | 39,948 |
| Average Buy Value | 72,666 CHF |
| Average Sell Value | 73,066 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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