Put-Warrant

Symbol: WSPDKV
Underlyings: S&P 500 Index
ISIN: CH1245823419
Issuer:
Bank Vontobel
Trade

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More Product Information

Core Data

Name Put-Warrant
ISIN CH1245823419
Valor 124582341
Symbol WSPDKV
Strike 3,600.00 Points
Type Warrants
Type Bear
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 06/03/2023
Date of maturity 30/12/2025
Last trading day 19/12/2025
Settlement Type Cash payout
IRS 871m Exempt qualified index
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name S&P 500 Index
ISIN US78378X1072
Price 5,097.6567 Points
Date 26/04/24 22:00
Ratio 100.00

Key data

Implied volatility 0.29%
Leverage 0.07
Delta -0.00
Gamma 0.00
Vega 0.25
Distance to Strike 1,504.30
Distance to Strike in % 29.47%

market maker quality Date: 25/04/2024

Average Spread 1.08%
Last Best Bid Price 0.94 CHF
Last Best Ask Price 0.95 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 75,000
Average Sell Volume 75,000
Average Buy Value 69,409 CHF
Average Sell Value 70,159 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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