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Call-Warrant
Symbol:
WSIAUV
ISIN:
CH1260764662
Issuer:
Bank Vontobel
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 | 1.970 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 1.670 | Volume | 1,500 | |
| Time | 11:10:19 | Date | 03/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1260764662 |
| Valor | 126076466 |
| Symbol | WSIAUV |
| Strike | 24.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/05/2023 |
| Date of maturity | 27/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 1.70 |
| Time value | 0.37 |
| Implied volatility | 0.22% |
| Leverage | 5.20 |
| Delta | 0.79 |
| Gamma | 0.05 |
| Vega | 0.05 |
| Distance to Strike | -3.40 |
| Distance to Strike in % | -12.42% |
market maker quality Date: 25/04/2024
| Average Spread | 0.50% |
| Last Best Bid Price | 2.02 CHF |
| Last Best Ask Price | 2.03 CHF |
| Last Best Bid Volume | 120,000 |
| Last Best Ask Volume | 120,000 |
| Average Buy Volume | 120,000 |
| Average Sell Volume | 120,000 |
| Average Buy Value | 240,760 CHF |
| Average Sell Value | 241,960 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |
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