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Call-Warrant
Symbol:
WTSBSV
ISIN:
CH1236773862
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
10.05.24
12:45:00 |
|
0.340
|
0.350
|
CHF |
| Volume |
200,000
|
200,000
|
||
Performance
| Closing prev. day | 0.375 | ||||
| Diff. absolute / % | -0.04 | -9.33% | |||
Determined prices
| Last Price | 0.630 | Volume | 10,000 | |
| Time | 14:19:36 | Date | 29/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1236773862 |
| Valor | 123677386 |
| Symbol | WTSBSV |
| Strike | 160.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/01/2023 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Tesla Inc. |
| ISIN | US88160R1014 |
| Price |
161.00 EUR
|
| Date | 10/05/24 13:06 |
| Ratio | 50.00 |
Key data
| Intrinsic value | 0.24 |
| Time value | 0.10 |
| Implied volatility | 0.42% |
| Leverage | 6.86 |
| Delta | 0.67 |
| Gamma | 0.01 |
| Vega | 0.21 |
| Distance to Strike | -11.97 |
| Distance to Strike in % | -6.96% |
market maker quality Date: 08/05/2024
| Average Spread | 2.75% |
| Last Best Bid Price | 0.37 CHF |
| Last Best Ask Price | 0.38 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 600,000 |
| Average Buy Volume | 293,282 |
| Average Sell Volume | 293,282 |
| Average Buy Value | 107,014 CHF |
| Average Sell Value | 109,959 CHF |
| Spreads Availability Ratio | 95.88% |
| Quote Availability | 95.88% |
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