Login
Call-Warrant
Symbol:
WAACHV
ISIN:
CH1236752353
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
15:27:00 |
|
0.650
|
0.680
|
CHF |
| Volume |
22,000
|
22,000
|
||
Performance
| Closing prev. day | 0.660 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1236752353 |
| Valor | 123675235 |
| Symbol | WAACHV |
| Strike | 170.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/01/2023 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| 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 |
175.70 EUR
|
| Date | 17/05/24 15:41 |
| Ratio | 40.00 |
Key data
| Intrinsic value | 0.50 |
| Time value | 0.16 |
| Implied volatility | 0.17% |
| Leverage | 5.66 |
| Delta | 0.79 |
| Gamma | 0.01 |
| Vega | 0.42 |
| Distance to Strike | -19.91 |
| Distance to Strike in % | -10.48% |
market maker quality Date: 16/05/2024
| Average Spread | 1.55% |
| Last Best Bid Price | 0.66 CHF |
| Last Best Ask Price | 0.67 CHF |
| Last Best Bid Volume | 430,000 |
| Last Best Ask Volume | 430,000 |
| Average Buy Volume | 236,897 |
| Average Sell Volume | 236,897 |
| Average Buy Value | 157,689 CHF |
| Average Sell Value | 160,074 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)