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Call-Warrant
Symbol:
WINDSV
ISIN:
CH1245824706
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
09:02:00 |
|
3.800
|
3.820
|
CHF |
| Volume |
230,000
|
230,000
|
||
Performance
| Closing prev. day | 3.610 | ||||
| Diff. absolute / % | -0.01 | -0.28% | |||
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 | CH1245824706 |
| Valor | 124582470 |
| Symbol | WINDSV |
| 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 | 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 | Dow Jones Industrial Average Index |
| ISIN | US2605661048 |
| Price |
38,453.113 Points
|
| Date | 03/05/24 09:17 |
| Ratio | 1,000.00 |
Key data
| Intrinsic value | 1.96 |
| Time value | 1.53 |
| Implied volatility | 0.11% |
| Leverage | 9.50 |
| Delta | 0.87 |
| Gamma | 0.00 |
| Vega | 63.04 |
| Distance to Strike | -1,964.49 |
| Distance to Strike in % | -5.17% |
market maker quality Date: 02/05/2024
| Average Spread | 0.58% |
| Last Best Bid Price | 3.59 CHF |
| Last Best Ask Price | 3.61 CHF |
| Last Best Bid Volume | 240,000 |
| Last Best Ask Volume | 240,000 |
| Average Buy Volume | 237,361 |
| Average Sell Volume | 237,361 |
| Average Buy Value | 840,901 CHF |
| Average Sell Value | 845,684 CHF |
| Spreads Availability Ratio | 99.66% |
| Quote Availability | 99.66% |
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