Call-Warrant

Symbol: WTEALV
Underlyings: Temenos AG
ISIN: CH1236753914
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 0.038
Diff. absolute / % -0.03 -68.42%

Determined prices

Last Price 0.172 Volume 10,000
Time 15:27:51 Date 26/02/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236753914
Valor 123675391
Symbol WTEALV
Strike 76.00 CHF
Type Warrants
Type Bull
Ratio 20.00
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 Temenos AG
ISIN CH0012453913
Price 55.75 CHF
Date 03/05/24 17:19
Ratio 20.00

Key data

Implied volatility 0.63%
Leverage 38.14
Delta 0.16
Gamma 0.02
Vega 0.05
Distance to Strike 19.90
Distance to Strike in % 35.47%

market maker quality Date: 02/05/2024

Average Spread 80.26%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.04 CHF
Last Best Bid Volume 80,000
Last Best Ask Volume 16,000
Average Buy Volume 76,842
Average Sell Volume 15,368
Average Buy Value 1,312 CHF
Average Sell Value 614 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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