Call-Warrant

Symbol: WSGAHV
Underlyings: SGS SA
ISIN: CH1236733833
Issuer:
Bank Vontobel
Trade

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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 0.020
Diff. absolute / % -0.00 -20.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236733833
Valor 123673383
Symbol WSGAHV
Strike 89.60 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 04/01/2023
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

Underlyings

Name SGS SA
ISIN CH1256740924
Price 82.3600 CHF
Date 03/05/24 17:18
Ratio 20.00

Key data

Implied volatility 0.22%
Leverage 10.39
Delta 0.04
Gamma 0.02
Vega 0.02
Distance to Strike 7.26
Distance to Strike in % 8.82%

market maker quality Date: 02/05/2024

Average Spread 83.39%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 100,000
Average Sell Volume 100,000
Average Buy Value 826 CHF
Average Sell Value 2,000 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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