Login
Put-Warrant
Symbol:
WUSBDV
ISIN:
CH1290664510
Issuer:
Bank Vontobel
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 | 0.320 | ||||
| Diff. absolute / % | -0.01 | -1.56% | |||
Determined prices
| Last Price | 0.325 | Volume | 500 | |
| Time | 09:16:32 | Date | 03/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1290664510 |
| Valor | 129066451 |
| Symbol | WUSBDV |
| Strike | 0.92 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 11/10/2023 |
| 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 | 0.12 |
| Time value | 0.20 |
| Implied volatility | 0.13% |
| Leverage | 16.62 |
| Delta | -0.59 |
| Gamma | 12.35 |
| Vega | 0.00 |
| Distance to Strike | -0.01 |
| Distance to Strike in % | -1.43% |
market maker quality Date: 10/05/2024
| Average Spread | 3.09% |
| Last Best Bid Price | 0.32 CHF |
| Last Best Ask Price | 0.33 CHF |
| Last Best Bid Volume | 390,000 |
| Last Best Ask Volume | 390,000 |
| Average Buy Volume | 390,000 |
| Average Sell Volume | 390,000 |
| Average Buy Value | 124,211 CHF |
| Average Sell Value | 128,111 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)