Call-Warrant

Symbol: WSTAIV
Underlyings: Straumann Hldg. AG
ISIN: CH1236754086
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 / % -0.01 -70.00%

Determined prices

Last Price 0.020 Volume 3,000
Time 15:58:20 Date 03/05/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236754086
Valor 123675408
Symbol WSTAIV
Strike 140.00 CHF
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 Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Straumann Hldg. AG
ISIN CH1175448666
Price 121.45 CHF
Date 17/05/24 17:30
Ratio 20.00

Key data

Implied volatility 0.32%
Leverage 304.40
Delta 0.20
Gamma 0.01
Vega 0.11
Distance to Strike 19.30
Distance to Strike in % 15.99%

market maker quality Date: 16/05/2024

Average Spread 68.32%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 99,852
Average Sell Volume 99,852
Average Buy Value 1,394 CHF
Average Sell Value 2,794 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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