Call-Warrant

Symbol: WADAMV
Underlyings: Adecco Group AG
ISIN: CH1236753823
Issuer:
Bank Vontobel
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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 0.020
Diff. absolute / % -0.02 -90.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236753823
Valor 123675382
Symbol WADAMV
Strike 42.00 CHF
Type Warrants
Type Bull
Ratio 5.00
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

Underlyings

Name Adecco Group AG
ISIN CH0012138605
Price 36.1600 CHF
Date 17/05/24 17:30
Ratio 5.00

Key data

Implied volatility 0.32%
Leverage 132.53
Delta 0.04
Gamma 0.03
Vega 0.01
Distance to Strike 5.82
Distance to Strike in % 16.09%

market maker quality Date: 16/05/2024

Average Spread 163.68%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 30,000
Last Best Ask Volume 30,000
Average Buy Volume 29,963
Average Sell Volume 29,963
Average Buy Value 60 CHF
Average Sell Value 600 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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