Symbol: WADAXV
Underlyings: Adecco Group AG
ISIN: CH0520186419
Bank Vontobel



SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.


Closing prev. day 0.150
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.140 Volume 15,000
Time 09:22:55 Date 21/10/2020

More Product Information

Core Data

Name Put-Warrant
ISIN CH0520186419
Valor 52018641
Strike 52.00 CHF
Type Warrants
Type Bear
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First listing date 05/03/2020
Date of maturity 28/12/2020
Last trading day 18/12/2020
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer Bank Vontobel


Name Adecco Group AG
ISIN CH0012138605
Price 51.7600 CHF
Date 21/10/20 17:30
Ratio 20.00

Key data

Ask Price (basis for calculation) 0.1550
Calculated price of underlying 51.9600
Premium 5.89%
Premium p.a. 36.39%
Break-even point 48.90 CHF
Time value 0.15
Implied volatility 47.36%
Leverage 5.98
Delta -0.36
Gamma 0.06
Vega 0.09
Distance to Strike -0.04
Distance to Strike in % -0.08%

market maker quality Date: 20/10/2020

Average Spread 6.48%
Last Best Bid Price 0.16 CHF
Last Best Ask Price 0.17 CHF
Last Best Bid Volume 120,000
Last Best Ask Volume 120,000
Average Buy Volume 120,000
Average Sell Volume 120,000
Average Buy Value 17,952 CHF
Average Sell Value 19,152 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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