Call-Warrant

Symbol: WGEAPV
Underlyings: Geberit AG
ISIN: CH1236754334
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 0.340
Diff. absolute / % -0.07 -20.59%

Determined prices

Last Price 0.255 Volume 500
Time 13:48:42 Date 13/05/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236754334
Valor 123675433
Symbol WGEAPV
Strike 560.00 CHF
Type Warrants
Type Bull
Ratio 50.00
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 Geberit AG
ISIN CH0030170408
Price 558.20 CHF
Date 21/05/24 17:31
Ratio 50.00

Key data

Implied volatility 0.25%
Leverage 19.81
Delta 0.50
Gamma 0.01
Vega 0.65
Distance to Strike 0.60
Distance to Strike in % 0.11%

market maker quality Date: 17/05/2024

Average Spread 7.79%
Last Best Bid Price 0.32 CHF
Last Best Ask Price 0.34 CHF
Last Best Bid Volume 60,000
Last Best Ask Volume 60,000
Average Buy Volume 60,000
Average Sell Volume 60,000
Average Buy Value 18,553 CHF
Average Sell Value 20,053 CHF
Spreads Availability Ratio 99.33%
Quote Availability 99.33%

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