Login
Call-Warrant
Symbol:
WSRCAV
ISIN:
CH1225203277
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.054 | ||||
| Diff. absolute / % | -0.01 | -11.11% | |||
Determined prices
| Last Price | 0.084 | Volume | 20,000 | |
| Time | 09:16:12 | Date | 24/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1225203277 |
| Valor | 122520327 |
| Symbol | WSRCAV |
| Strike | 110.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/12/2022 |
| 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
| Implied volatility | 0.23% |
| Leverage | 60.11 |
| Delta | 0.29 |
| Gamma | 0.02 |
| Vega | 0.13 |
| Distance to Strike | 9.70 |
| Distance to Strike in % | 9.67% |
market maker quality Date: 26/04/2024
| Average Spread | 19.67% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.05 CHF |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 60,000 |
| Average Sell Volume | 60,000 |
| Average Buy Value | 2,754 CHF |
| Average Sell Value | 3,354 CHF |
| Spreads Availability Ratio | 99.59% |
| Quote Availability | 99.59% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)