Call-Warrant

Symbol: WSOA0V
Underlyings: Sonova Hldg. AG
ISIN: CH1236781063
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 0.116
Diff. absolute / % -0.06 -39.51%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236781063
Valor 123678106
Symbol WSOA0V
Strike 300.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 19/01/2023
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 Sonova Hldg. AG
ISIN CH0012549785
Price 291.2000 CHF
Date 17/05/24 17:30
Ratio 40.00

Key data

Implied volatility 0.24%
Leverage 27.48
Delta 0.39
Gamma 0.01
Vega 0.35
Distance to Strike 9.30
Distance to Strike in % 3.20%

market maker quality Date: 16/05/2024

Average Spread 10.28%
Last Best Bid Price 0.16 CHF
Last Best Ask Price 0.17 CHF
Last Best Bid Volume 90,000
Last Best Ask Volume 90,000
Average Buy Volume 87,876
Average Sell Volume 87,876
Average Buy Value 13,040 CHF
Average Sell Value 14,447 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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