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Call-Warrant
Symbol:
WAABUV
ISIN:
CH1236752114
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
16:19:00 |
|
0.550
|
0.560
|
CHF |
| Volume |
210,000
|
210,000
|
||
Performance
| Closing prev. day | 0.550 | ||||
| Diff. absolute / % | 0.01 | +1.82% | |||
Determined prices
| Last Price | 0.550 | Volume | 2,000 | |
| Time | 14:08:43 | Date | 17/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1236752114 |
| Valor | 123675211 |
| Symbol | WAABUV |
| Strike | 180.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/01/2023 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Apple Inc. |
| ISIN | US0378331005 |
| Price |
175.07 EUR
|
| Date | 17/05/24 16:36 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.50 |
| Time value | 0.05 |
| Implied volatility | 0.14% |
| Leverage | 13.37 |
| Delta | 0.77 |
| Gamma | 0.02 |
| Vega | 0.18 |
| Distance to Strike | -9.91 |
| Distance to Strike in % | -5.22% |
market maker quality Date: 16/05/2024
| Average Spread | 1.85% |
| Last Best Bid Price | 0.55 CHF |
| Last Best Ask Price | 0.56 CHF |
| Last Best Bid Volume | 210,000 |
| Last Best Ask Volume | 210,000 |
| Average Buy Volume | 118,696 |
| Average Sell Volume | 118,696 |
| Average Buy Value | 66,095 CHF |
| Average Sell Value | 67,290 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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