Call-Warrant

Symbol: WSTA7V
Underlyings: Straumann Hldg. AG
ISIN: CH1236781162
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 0.020
Diff. absolute / % -0.02 -90.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236781162
Valor 123678116
Symbol WSTA7V
Strike 150.00 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 Straumann Hldg. AG
ISIN CH1175448666
Price 121.45 CHF
Date 17/05/24 17:30
Ratio 40.00

Key data

Implied volatility 0.51%
Delta 0.10
Gamma 0.01
Vega 0.07
Distance to Strike 29.30
Distance to Strike in % 24.28%

market maker quality Date: 16/05/2024

Average Spread 163.71%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 199,545
Average Sell Volume 199,545
Average Buy Value 399 CHF
Average Sell Value 3,999 CHF
Spreads Availability Ratio 66.74%
Quote Availability 100.00%

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