Call-Warrant

Symbol: WSCAAV
Underlyings: Swisscom N
ISIN: CH1274766737
Issuer:
Bank Vontobel
Trade

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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 0.020
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274766737
Valor 127476673
Symbol WSCAAV
Strike 560.00 CHF
Type Warrants
Type Bull
Ratio 100.00
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 Swisscom N
ISIN CH0008742519
Price 521.50 CHF
Date 11/11/24 17:30
Ratio 100.00

Key data

Implied volatility 0.20%
Leverage 93.04
Delta 0.14
Gamma 0.01
Vega 0.38
Distance to Strike 39.50
Distance to Strike in % 7.59%

market maker quality Date: 08/11/2024

Average Spread 90.09%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 240,000
Last Best Ask Volume 240,000
Average Buy Volume 234,480
Average Sell Volume 234,480
Average Buy Value 1,782 CHF
Average Sell Value 4,690 CHF
Spreads Availability Ratio 98.90%
Quote Availability 98.90%

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