Call-Warrant

Symbol: WSCARV
Underlyings: Swisscom N
ISIN: CH1236755430
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 0.096
Diff. absolute / % -0.02 -16.33%

Determined prices

Last Price 0.400 Volume 2,800
Time 09:45:36 Date 28/03/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236755430
Valor 123675543
Symbol WSCARV
Strike 520.00 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

Underlyings

Name Swisscom N
ISIN CH0008742519
Price 505.00 CHF
Date 26/04/24 17:31
Ratio 100.00

Key data

Implied volatility 0.21%
Leverage 22.09
Delta 0.37
Gamma 0.01
Vega 0.74
Distance to Strike 15.50
Distance to Strike in % 3.07%

market maker quality Date: 25/04/2024

Average Spread 10.31%
Last Best Bid Price 0.09 CHF
Last Best Ask Price 0.10 CHF
Last Best Bid Volume 240,000
Last Best Ask Volume 240,000
Average Buy Volume 240,000
Average Sell Volume 240,000
Average Buy Value 22,138 CHF
Average Sell Value 24,538 CHF
Spreads Availability Ratio 99.98%
Quote Availability 99.98%

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