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Call-Warrant
Symbol:
WGOFXV
ISIN:
CH1260765321
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.05.24
12:03:00 |
|
1.600
|
1.610
|
CHF |
| Volume |
190,000
|
190,000
|
||
Performance
| Closing prev. day | 1.560 | ||||
| Diff. absolute / % | 0.04 | +2.56% | |||
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 | CH1260765321 |
| Valor | 126076532 |
| Symbol | WGOFXV |
| Strike | 2,240.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/05/2023 |
| Date of maturity | 27/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.98 |
| Time value | 0.61 |
| Implied volatility | 0.12% |
| Leverage | 11.35 |
| Delta | 0.77 |
| Gamma | 0.00 |
| Vega | 4.20 |
| Distance to Strike | -98.26 |
| Distance to Strike in % | -4.20% |
market maker quality Date: 13/05/2024
| Average Spread | 0.63% |
| Last Best Bid Price | 1.55 CHF |
| Last Best Ask Price | 1.56 CHF |
| Last Best Bid Volume | 180,000 |
| Last Best Ask Volume | 180,000 |
| Average Buy Volume | 180,000 |
| Average Sell Volume | 180,000 |
| Average Buy Value | 286,551 CHF |
| Average Sell Value | 288,351 CHF |
| Spreads Availability Ratio | 92.85% |
| Quote Availability | 92.85% |
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