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Call-Warrant
Symbol:
WINDMV
ISIN:
CH1236803610
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
09:55:00 |
|
2.600
|
2.620
|
CHF |
| Volume |
200,000
|
200,000
|
||
Performance
| Closing prev. day | 2.370 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1236803610 |
| Valor | 123680361 |
| Symbol | WINDMV |
| Strike | 36,000.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 1,000.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 01/02/2023 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Exempt qualified index |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Dow Jones Industrial Average Index |
| ISIN | US2605661048 |
| Price |
38,489.844 Points
|
| Date | 03/05/24 10:11 |
| Ratio | 1,000.00 |
Key data
| Intrinsic value | 2.23 |
| Time value | 0.38 |
| Implied volatility | 0.16% |
| Leverage | 14.16 |
| Delta | 0.97 |
| Gamma | 0.00 |
| Vega | 10.36 |
| Distance to Strike | -2,032.71 |
| Distance to Strike in % | -5.34% |
market maker quality Date: 02/05/2024
| Average Spread | 0.89% |
| Last Best Bid Price | 2.35 CHF |
| Last Best Ask Price | 2.37 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 197,793 |
| Average Sell Volume | 197,793 |
| Average Buy Value | 453,117 CHF |
| Average Sell Value | 457,102 CHF |
| Spreads Availability Ratio | 99.28% |
| Quote Availability | 99.28% |
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