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Call-Warrant
Symbol:
WPYAKV
ISIN:
CH1260775080
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 | 0.064 | ||||
| Diff. absolute / % | -0.00 | -6.25% | |||
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 | CH1260775080 |
| Valor | 126077508 |
| Symbol | WPYAKV |
| Strike | 64.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/05/2023 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | PayPal Holdings Inc. |
| ISIN | US70450Y1038 |
| Price |
59.34 EUR
|
| Date | 17/05/24 22:59 |
| Ratio | 40.00 |
Key data
| Intrinsic value | 0.02 |
| Time value | 0.04 |
| Implied volatility | 0.29% |
| Leverage | 15.84 |
| Delta | 0.59 |
| Gamma | 0.07 |
| Vega | 0.08 |
| Distance to Strike | -0.62 |
| Distance to Strike in % | -0.96% |
market maker quality Date: 16/05/2024
| Average Spread | 16.86% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 520,000 |
| Last Best Ask Volume | 520,000 |
| Average Buy Volume | 228,527 |
| Average Sell Volume | 228,527 |
| Average Buy Value | 12,874 CHF |
| Average Sell Value | 15,181 CHF |
| Spreads Availability Ratio | 99.67% |
| Quote Availability | 100.00% |
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