Call-Warrant

Symbol: WHOAGV
Underlyings: Holcim AG
ISIN: CH1236754185
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 3.460
Diff. absolute / % 0.07 +2.02%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236754185
Valor 123675418
Symbol WHOAGV
Strike 60.00 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 Holcim AG
ISIN CH0012214059
Price 77.62 CHF
Date 02/05/24 17:30
Ratio 5.00

Key data

Implied volatility 0.42%
Leverage 4.42
Delta 1.00
Distance to Strike -17.62
Distance to Strike in % -22.70%

market maker quality Date: 30/04/2024

Average Spread 0.82%
Last Best Bid Price 3.43 CHF
Last Best Ask Price 3.46 CHF
Last Best Bid Volume 40,000
Last Best Ask Volume 40,000
Average Buy Volume 40,000
Average Sell Volume 40,000
Average Buy Value 145,149 CHF
Average Sell Value 146,349 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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