Call-Warrant

Symbol: WADANV
Underlyings: Adecco Group AG
ISIN: CH1236753831
Issuer:
Bank Vontobel
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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 / % -0.02 -80.00%

Determined prices

Last Price 0.070 Volume 1,100
Time 17:00:42 Date 29/02/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236753831
Valor 123675383
Symbol WADANV
Strike 40.00 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 06/01/2023
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 Adecco Group AG
ISIN CH0012138605
Price 32.24 CHF
Date 30/04/24 17:31
Ratio 5.00

Key data

Implied volatility 0.35%
Leverage 145.20
Delta 0.13
Gamma 0.04
Vega 0.03
Distance to Strike 7.48
Distance to Strike in % 23.00%

market maker quality Date: 29/04/2024

Average Spread 110.10%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 40,000
Last Best Ask Volume 40,000
Average Buy Volume 38,876
Average Sell Volume 38,876
Average Buy Value 231 CHF
Average Sell Value 791 CHF
Spreads Availability Ratio 99.99%
Quote Availability 99.99%

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