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Call-Warrant
Symbol:
WBAF3V
ISIN:
CH1260768408
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
10:32:00 |
|
0.026
|
0.036
|
CHF |
| Volume |
100,000
|
100,000
|
||
Performance
| Closing prev. day | 0.024 | ||||
| Diff. absolute / % | 0.00 | +8.33% | |||
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 | CH1260768408 |
| Valor | 126076840 |
| Symbol | WBAF3V |
| Strike | 110.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/05/2023 |
| 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 | Alibaba Group Hldg. |
| ISIN | US01609W1027 |
| Price |
81.05 EUR
|
| Date | 17/05/24 11:30 |
| Ratio | 20.00 |
Key data
| Implied volatility | 0.57% |
| Leverage | 12.27 |
| Delta | 0.07 |
| Gamma | 0.01 |
| Vega | 0.04 |
| Distance to Strike | 23.29 |
| Distance to Strike in % | 26.86% |
market maker quality Date: 16/05/2024
| Average Spread | 120.06% |
| Last Best Bid Price | 0.02 CHF |
| Last Best Ask Price | 0.03 CHF |
| Last Best Bid Volume | 390,000 |
| Last Best Ask Volume | 390,000 |
| Average Buy Volume | 175,898 |
| Average Sell Volume | 175,898 |
| Average Buy Value | 1,489 CHF |
| Average Sell Value | 3,934 CHF |
| Spreads Availability Ratio | 99.22% |
| Quote Availability | 99.22% |
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