Call-Warrant

Symbol: WSLA2V
Underlyings: Swiss Life Hldg. N
ISIN: CH1236806928
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 0.200
Diff. absolute / % -0.19 -51.05%

Determined prices

Last Price 0.200 Volume 2,000
Time 15:33:04 Date 17/05/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1236806928
Valor 123680692
Symbol WSLA2V
Strike 640.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 02/02/2023
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 Swiss Life Hldg. N
ISIN CH0014852781
Price 626.60 CHF
Date 17/05/24 17:30
Ratio 50.00

Key data

Implied volatility 0.22%
Leverage 20.35
Delta 0.31
Gamma 0.01
Vega 0.68
Distance to Strike 14.40
Distance to Strike in % 2.30%

market maker quality Date: 16/05/2024

Average Spread 4.18%
Last Best Bid Price 0.38 CHF
Last Best Ask Price 0.40 CHF
Last Best Bid Volume 30,000
Last Best Ask Volume 3,000
Average Buy Volume 29,602
Average Sell Volume 11,629
Average Buy Value 10,652 CHF
Average Sell Value 4,416 CHF
Spreads Availability Ratio 96.76%
Quote Availability 96.76%

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