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Call-Warrant
Symbol:
WIBAKV
ISIN:
CH1302002824
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.05.24
10:58:00 |
|
0.385
|
0.395
|
CHF |
| Volume |
30,000
|
30,000
|
||
Performance
| Closing prev. day | 0.415 | ||||
| Diff. absolute / % | -0.03 | -7.23% | |||
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 | CH1302002824 |
| Valor | 130200282 |
| Symbol | WIBAKV |
| Strike | 160.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/12/2023 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | IBM Corp. |
| ISIN | US4592001014 |
| Price |
154.15 EUR
|
| Date | 30/05/24 11:23 |
| Ratio | 40.00 |
Key data
| Intrinsic value | 0.18 |
| Time value | 0.20 |
| Implied volatility | 0.19% |
| Leverage | 8.12 |
| Delta | 0.74 |
| Gamma | 0.02 |
| Vega | 0.40 |
| Distance to Strike | -7.17 |
| Distance to Strike in % | -4.29% |
market maker quality Date: 29/05/2024
| Average Spread | 2.48% |
| Last Best Bid Price | 0.41 CHF |
| Last Best Ask Price | 0.42 CHF |
| Last Best Bid Volume | 110,000 |
| Last Best Ask Volume | 110,000 |
| Average Buy Volume | 51,438 |
| Average Sell Volume | 51,438 |
| Average Buy Value | 20,859 CHF |
| Average Sell Value | 21,376 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |
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