Call-Warrant

Symbol: WSCAEV
Underlyings: Swisscom N
ISIN: CH1236754896
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 0.046
Diff. absolute / % -0.02 -32.00%

Determined prices

Last Price 0.142 Volume 1,000
Time 15:22:39 Date 28/03/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236754896
Valor 123675489
Symbol WSCAEV
Strike 560.00 CHF
Type Warrants
Type Bull
Ratio 50.00
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 Swisscom N
ISIN CH0008742519
Price 505.00 CHF
Date 26/04/24 17:31
Ratio 50.00

Key data

Implied volatility 0.22%
Leverage 36.55
Delta 0.12
Gamma 0.00
Vega 0.40
Distance to Strike 55.50
Distance to Strike in % 11.00%

market maker quality Date: 25/04/2024

Average Spread 26.33%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 120,000
Last Best Ask Volume 120,000
Average Buy Volume 118,334
Average Sell Volume 118,334
Average Buy Value 4,751 CHF
Average Sell Value 6,171 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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