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Call-Warrant
Symbol:
WGEARV
ISIN:
CH1236754375
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
15:22:00 |
|
0.790
|
0.810
|
CHF |
| Volume |
80,000
|
80,000
|
||
Performance
| Closing prev. day | 0.840 | ||||
| Diff. absolute / % | -0.05 | -5.95% | |||
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 | CH1236754375 |
| Valor | 123675437 |
| Symbol | WGEARV |
| Strike | 480.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| 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 | 0.79 |
| Time value | 0.02 |
| Implied volatility | 0.46% |
| Leverage | 6.83 |
| Delta | 0.99 |
| Gamma | 0.00 |
| Vega | 0.04 |
| Distance to Strike | -78.80 |
| Distance to Strike in % | -14.10% |
market maker quality Date: 17/05/2024
| Average Spread | 2.41% |
| Last Best Bid Price | 0.82 CHF |
| Last Best Ask Price | 0.84 CHF |
| Last Best Bid Volume | 80,000 |
| Last Best Ask Volume | 80,000 |
| Average Buy Volume | 79,960 |
| Average Sell Volume | 79,960 |
| Average Buy Value | 65,666 CHF |
| Average Sell Value | 67,266 CHF |
| Spreads Availability Ratio | 98.65% |
| Quote Availability | 98.65% |
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