Call-Warrant

Symbol: WSTAOV
Underlyings: Straumann Hldg. AG
ISIN: CH1236754144
Issuer:
Bank Vontobel
Trade

Chart

    
    

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 0.500
Diff. absolute / % 0.08 +18.07%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236754144
Valor 123675414
Symbol WSTAOV
Strike 120.00 CHF
Type Warrants
Type Bull
Ratio 40.00
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 Straumann Hldg. AG
ISIN CH1175448666
Price 138.1000 CHF
Date 26/04/24 17:31
Ratio 40.00

Key data

Intrinsic value 0.44
Time value 0.06
Implied volatility 0.44%
Leverage 6.49
Delta 0.94
Gamma 0.01
Vega 0.06
Distance to Strike -17.65
Distance to Strike in % -12.82%

market maker quality Date: 25/04/2024

Average Spread 2.08%
Last Best Bid Price 0.41 CHF
Last Best Ask Price 0.42 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 100,293
Average Sell Volume 100,293
Average Buy Value 48,143 CHF
Average Sell Value 49,146 CHF
Spreads Availability Ratio 99.84%
Quote Availability 99.84%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.