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Call-Warrant
Symbol:
WUSBXV
ISIN:
CH1290664601
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.05.24
11:17:00 |
|
0.098
|
0.108
|
CHF |
| Volume |
550,000
|
550,000
|
||
Performance
| Closing prev. day | 0.106 | ||||
| Diff. absolute / % | -0.01 | -9.43% | |||
Determined prices
| Last Price | 0.064 | Volume | 100,000 | |
| Time | 09:58:32 | Date | 14/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1290664601 |
| Valor | 129066460 |
| Symbol | WUSBXV |
| Strike | 0.90 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 11/10/2023 |
| 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 |
Key data
| Intrinsic value | 0.07 |
| Time value | 0.02 |
| Implied volatility | 0.04% |
| Leverage | 65.54 |
| Delta | 0.69 |
| Gamma | 20.31 |
| Vega | 0.00 |
| Distance to Strike | -0.01 |
| Distance to Strike in % | -0.71% |
market maker quality Date: 10/05/2024
| Average Spread | 10.08% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.11 CHF |
| Last Best Bid Volume | 560,000 |
| Last Best Ask Volume | 560,000 |
| Average Buy Volume | 560,000 |
| Average Sell Volume | 560,000 |
| Average Buy Value | 52,806 CHF |
| Average Sell Value | 58,406 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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