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Call-Warrant
Symbol:
WRIASV
ISIN:
CH1302002915
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.05.24
11:00:00 |
|
0.218
|
0.228
|
CHF |
| Volume |
100,000
|
100,000
|
||
Performance
| Closing prev. day | 0.210 | ||||
| Diff. absolute / % | -0.02 | -7.08% | |||
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 | CH1302002915 |
| Valor | 130200291 |
| Symbol | WRIASV |
| Strike | 64.00 GBP |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| 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 |
65.275 EUR
|
| Date | 16/05/24 11:16 |
| Ratio | 10.00 |
Key data
| Implied volatility | 0.32% |
| Leverage | 2.62 |
| Delta | 0.10 |
| Gamma | 0.03 |
| Vega | 0.08 |
| Distance to Strike | 8.78 |
| Distance to Strike in % | 15.90% |
market maker quality Date: 15/05/2024
| Average Spread | 4.52% |
| Last Best Bid Price | 0.20 CHF |
| Last Best Ask Price | 0.21 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 99,210 |
| Average Sell Volume | 99,210 |
| Average Buy Value | 21,564 CHF |
| Average Sell Value | 22,557 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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