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Call-Warrant
Symbol:
WDBAFV
ISIN:
CH1274796676
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
10.05.24
11:21:00 |
|
1.030
|
1.040
|
CHF |
| Volume |
180,000
|
180,000
|
||
Performance
| Closing prev. day | 1.040 | ||||
| Diff. absolute / % | -0.01 | -0.96% | |||
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 | CH1274796676 |
| Valor | 127479667 |
| Symbol | WDBAFV |
| Strike | 12.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/07/2023 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Deutsche Bank AG |
| ISIN | DE0005140008 |
| Price |
15.929 EUR
|
| Date | 10/05/24 11:47 |
| Ratio | 4.00 |
Key data
| Intrinsic value | 0.98 |
| Time value | 0.06 |
| Implied volatility | 0.23% |
| Leverage | 3.23 |
| Delta | 0.84 |
| Gamma | 0.04 |
| Vega | 0.03 |
| Distance to Strike | -3.90 |
| Distance to Strike in % | -24.53% |
market maker quality Date: 08/05/2024
| Average Spread | 0.98% |
| Last Best Bid Price | 1.03 CHF |
| Last Best Ask Price | 1.04 CHF |
| Last Best Bid Volume | 180,000 |
| Last Best Ask Volume | 180,000 |
| Average Buy Volume | 178,142 |
| Average Sell Volume | 178,142 |
| Average Buy Value | 185,381 CHF |
| Average Sell Value | 187,165 CHF |
| Spreads Availability Ratio | 99.08% |
| Quote Availability | 99.08% |
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