Call-Warrant

Symbol: WDAISV
Underlyings: DAX Index
ISIN: CH1236771650
Issuer:
Bank Vontobel
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More Product Information

Core Data

Name Call-Warrant
ISIN CH1236771650
Valor 123677165
Symbol WDAISV
Strike 17,800.00 Points
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 13/01/2023
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 DAX Index
ISIN DE0008469008
Price 18,179.295 Points
Date 26/04/24 22:00
Ratio 500.00

Key data

Intrinsic value 0.23
Time value 1.19
Implied volatility 0.21%
Leverage 15.44
Delta 0.61
Gamma 0.00
Vega 26.89
Distance to Strike -117.28
Distance to Strike in % -0.65%

market maker quality Date: 25/04/2024

Average Spread 0.86%
Last Best Bid Price 1.12 CHF
Last Best Ask Price 1.13 CHF
Last Best Bid Volume 720,000
Last Best Ask Volume 720,000
Average Buy Volume 720,000
Average Sell Volume 720,000
Average Buy Value 837,925 CHF
Average Sell Value 845,125 CHF
Spreads Availability Ratio 99.98%
Quote Availability 99.98%

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