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Call-Warrant
Symbol:
WDBAEV
ISIN:
CH1236757675
Issuer:
Bank Vontobel
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 | 0.790 | ||||
| Diff. absolute / % | 0.04 | +5.26% | |||
Determined prices
| Last Price | 0.740 | Volume | 20,000 | |
| Time | 14:58:47 | Date | 08/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1236757675 |
| Valor | 123675767 |
| Symbol | WDBAEV |
| Strike | 12.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/01/2023 |
| 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 | Deutsche Bank AG |
| ISIN | DE0005140008 |
| Price |
15.305 EUR
|
| Date | 04/05/24 13:03 |
| Ratio | 4.00 |
Key data
| Intrinsic value | 0.76 |
| Time value | 0.02 |
| Implied volatility | 0.44% |
| Leverage | 4.43 |
| Delta | 0.92 |
| Gamma | 0.06 |
| Vega | 0.01 |
| Distance to Strike | -3.04 |
| Distance to Strike in % | -20.21% |
market maker quality Date: 02/05/2024
| Average Spread | 1.33% |
| Last Best Bid Price | 0.76 CHF |
| Last Best Ask Price | 0.77 CHF |
| Last Best Bid Volume | 170,000 |
| Last Best Ask Volume | 170,000 |
| Average Buy Volume | 168,287 |
| Average Sell Volume | 168,287 |
| Average Buy Value | 128,610 CHF |
| Average Sell Value | 130,294 CHF |
| Spreads Availability Ratio | 99.75% |
| Quote Availability | 99.75% |
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