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Call-Warrant
Symbol:
WRIAOV
ISIN:
CH1302002857
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.05.24
09:07:00 |
|
0.260
|
0.270
|
CHF |
| Volume |
170,000
|
170,000
|
||
Performance
| Closing prev. day | 0.255 | ||||
| Diff. absolute / % | -0.01 | -3.77% | |||
Determined prices
| Last Price | 0.138 | Volume | 10,000 | |
| Time | 09:15:44 | Date | 26/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1302002857 |
| Valor | 130200285 |
| Symbol | WRIAOV |
| Strike | 56.00 GBP |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| 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 | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Rio Tinto Plc. |
| ISIN | GB0007188757 |
| Price |
65.20 EUR
|
| Date | 16/05/24 09:22 |
| Ratio | 20.00 |
Key data
| Implied volatility | 0.33% |
| Leverage | 5.21 |
| Delta | 0.45 |
| Gamma | 0.06 |
| Vega | 0.17 |
| Distance to Strike | 0.45 |
| Distance to Strike in % | 0.81% |
market maker quality Date: 15/05/2024
| Average Spread | 3.76% |
| Last Best Bid Price | 0.25 CHF |
| Last Best Ask Price | 0.26 CHF |
| Last Best Bid Volume | 170,000 |
| Last Best Ask Volume | 170,000 |
| Average Buy Volume | 168,655 |
| Average Sell Volume | 168,655 |
| Average Buy Value | 44,253 CHF |
| Average Sell Value | 45,942 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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