Put-Warrant

Symbol: WNAB4V
Underlyings: Nasdaq 100 Index
ISIN: CH1245823104
Issuer:
Bank Vontobel
Trade

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More Product Information

Core Data

Name Put-Warrant
ISIN CH1245823104
Valor 124582310
Symbol WNAB4V
Strike 12,000.00 Points
Type Warrants
Type Bear
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 06/03/2023
Date of maturity 31/12/2024
Last trading day 20/12/2024
Settlement Type Cash payout
IRS 871m Exempt qualified index
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Nasdaq 100 Index
ISIN US6311011026
Price 17,714.695 Points
Date 26/04/24 22:00
Ratio 500.00

Key data

Implied volatility 0.32%
Leverage 0.27
Delta -0.00
Gamma 0.00
Vega 0.56
Distance to Strike 5,430.50
Distance to Strike in % 31.16%

market maker quality Date: 25/04/2024

Average Spread 5.25%
Last Best Bid Price 0.19 CHF
Last Best Ask Price 0.20 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 300,000
Average Buy Volume 299,418
Average Sell Volume 299,418
Average Buy Value 55,886 CHF
Average Sell Value 58,884 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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