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Call-Warrant
Symbol:
WALAKV
ISIN:
CH1236754995
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.05.24
09:06:00 |
|
0.630
|
0.640
|
CHF |
| Volume |
110,000
|
110,000
|
||
Performance
| Closing prev. day | 0.660 | ||||
| Diff. absolute / % | -0.07 | -9.59% | |||
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 | CH1236754995 |
| Valor | 123675499 |
| Symbol | WALAKV |
| Strike | 68.00 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 |
Key data
| Intrinsic value | 0.66 |
| Time value | 0.01 |
| Implied volatility | 0.49% |
| Leverage | 6.02 |
| Delta | 0.99 |
| Gamma | 0.00 |
| Vega | 0.00 |
| Distance to Strike | -13.22 |
| Distance to Strike in % | -16.28% |
market maker quality Date: 28/05/2024
| Average Spread | 1.44% |
| Last Best Bid Price | 0.65 CHF |
| Last Best Ask Price | 0.66 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 99,719 |
| Average Sell Volume | 99,719 |
| Average Buy Value | 69,308 CHF |
| Average Sell Value | 70,308 CHF |
| Spreads Availability Ratio | 99.89% |
| Quote Availability | 99.89% |
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