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Call-Warrant
Symbol:
WADAAV
ISIN:
CH1236753773
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 | 0.126 | ||||
| Diff. absolute / % | -0.01 | -10.77% | |||
Determined prices
| Last Price | 0.104 | Volume | 50,000 | |
| Time | 10:35:07 | Date | 15/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1236753773 |
| Valor | 123675377 |
| Symbol | WADAAV |
| Strike | 36.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| 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 | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.02 |
| Time value | 0.10 |
| Implied volatility | 0.28% |
| Leverage | 16.19 |
| Delta | 0.52 |
| Gamma | 0.13 |
| Vega | 0.04 |
| Distance to Strike | -0.18 |
| Distance to Strike in % | -0.50% |
market maker quality Date: 16/05/2024
| Average Spread | 7.70% |
| Last Best Bid Price | 0.13 CHF |
| Last Best Ask Price | 0.14 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 49,938 |
| Average Sell Volume | 49,938 |
| Average Buy Value | 6,259 CHF |
| Average Sell Value | 6,759 CHF |
| Spreads Availability Ratio | 99.99% |
| Quote Availability | 99.99% |
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