Login
Call-Warrant
Symbol:
WGEARV
ISIN:
CH1236754375
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
11:58:00 |
|
0.300
|
0.310
|
CHF |
| Volume |
120,000
|
120,000
|
||
Performance
| Closing prev. day | 0.255 | ||||
| Diff. absolute / % | 0.04 | +15.69% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1236754375 |
| Valor | 123675437 |
| Symbol | WGEARV |
| Strike | 480.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| 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 |
Key data
| Intrinsic value | 0.17 |
| Time value | 0.11 |
| Implied volatility | 0.28% |
| Leverage | 12.22 |
| Delta | 0.69 |
| Gamma | 0.01 |
| Vega | 0.64 |
| Distance to Strike | -16.70 |
| Distance to Strike in % | -3.36% |
market maker quality Date: 02/05/2024
| Average Spread | 3.93% |
| Last Best Bid Price | 0.25 CHF |
| Last Best Ask Price | 0.26 CHF |
| Last Best Bid Volume | 120,000 |
| Last Best Ask Volume | 120,000 |
| Average Buy Volume | 120,000 |
| Average Sell Volume | 120,000 |
| Average Buy Value | 29,980 CHF |
| Average Sell Value | 31,180 CHF |
| Spreads Availability Ratio | 98.52% |
| Quote Availability | 98.52% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)