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Call-Warrant
Symbol:
WSGAGV
ISIN:
CH1236733825
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
28.05.24
09:45:00 |
|
0.132
|
0.142
|
CHF |
| Volume |
70,000
|
70,000
|
||
Performance
| Closing prev. day | 0.138 | ||||
| Diff. absolute / % | 0.00 | +2.99% | |||
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 | CH1236733825 |
| Valor | 123673382 |
| Symbol | WSGAGV |
| Strike | 83.20 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/01/2023 |
| 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 |
Key data
| Intrinsic value | 0.11 |
| Time value | 0.04 |
| Implied volatility | 0.26% |
| Leverage | 22.70 |
| Delta | 0.79 |
| Gamma | 0.12 |
| Vega | 0.06 |
| Distance to Strike | -2.12 |
| Distance to Strike in % | -2.48% |
market maker quality Date: 27/05/2024
| Average Spread | 7.23% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 70,000 |
| Last Best Ask Volume | 70,000 |
| Average Buy Volume | 69,336 |
| Average Sell Volume | 69,336 |
| Average Buy Value | 9,425 CHF |
| Average Sell Value | 10,125 CHF |
| Spreads Availability Ratio | 97.15% |
| Quote Availability | 97.15% |
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