Call-Warrant

Symbol: WGIACV
Underlyings: Givaudan
ISIN: CH1274765259
Issuer:
Bank Vontobel
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More Product Information

Core Data

Name Call-Warrant
ISIN CH1274765259
Valor 127476525
Symbol WGIACV
Strike 3,200.00 CHF
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 05/07/2023
Date of maturity 31/12/2024
Last trading day 20/12/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Givaudan
ISIN CH0010645932
Price 3,946.00 CHF
Date 30/04/24 17:31
Ratio 500.00

Key data

Intrinsic value 1.49
Time value 0.22
Implied volatility 0.34%
Leverage 4.35
Delta 0.94
Gamma 0.00
Vega 3.33
Distance to Strike -747.00
Distance to Strike in % -18.93%

market maker quality Date: 29/04/2024

Average Spread 0.57%
Last Best Bid Price 1.71 CHF
Last Best Ask Price 1.72 CHF
Last Best Bid Volume 70,000
Last Best Ask Volume 70,000
Average Buy Volume 70,000
Average Sell Volume 70,000
Average Buy Value 122,311 CHF
Average Sell Value 123,011 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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