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Call-Warrant
Symbol:
WCLAIV
ISIN:
CH1260730887
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
09:45:00 |
|
0.110
|
0.120
|
CHF |
| Volume |
230,000
|
230,000
|
||
Performance
| Closing prev. day | 0.120 | ||||
| Diff. absolute / % | -0.01 | -4.76% | |||
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 | CH1260730887 |
| Valor | 126073088 |
| Symbol | WCLAIV |
| Strike | 14.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/04/2023 |
| 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 |
Key data
| Intrinsic value | 0.04 |
| Time value | 0.07 |
| Implied volatility | 0.24% |
| Leverage | 19.49 |
| Delta | 0.57 |
| Gamma | 0.46 |
| Vega | 0.02 |
| Distance to Strike | -0.15 |
| Distance to Strike in % | -1.06% |
market maker quality Date: 16/05/2024
| Average Spread | 10.09% |
| Last Best Bid Price | 0.11 CHF |
| Last Best Ask Price | 0.12 CHF |
| Last Best Bid Volume | 190,000 |
| Last Best Ask Volume | 190,000 |
| Average Buy Volume | 192,734 |
| Average Sell Volume | 192,734 |
| Average Buy Value | 18,265 CHF |
| Average Sell Value | 20,194 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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