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Put-Warrant
Symbol:
WUSBDV
ISIN:
CH1290664510
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.05.24
10:06:00 |
|
0.295
|
0.305
|
CHF |
| Volume |
450,000
|
450,000
|
||
Performance
| Closing prev. day | 0.305 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.305 | Volume | 50,000 | |
| Time | 12:06:53 | Date | 30/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1290664510 |
| Valor | 129066451 |
| Symbol | WUSBDV |
| Strike | 0.92 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 11/10/2023 |
| 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 | 0.08 |
| Time value | 0.21 |
| Implied volatility | 0.13% |
| Leverage | 16.21 |
| Delta | -0.52 |
| Gamma | 10.94 |
| Vega | 0.00 |
| Distance to Strike | -0.01 |
| Distance to Strike in % | -0.89% |
market maker quality Date: 29/04/2024
| Average Spread | 3.31% |
| Last Best Bid Price | 0.31 CHF |
| Last Best Ask Price | 0.32 CHF |
| Last Best Bid Volume | 430,000 |
| Last Best Ask Volume | 430,000 |
| Average Buy Volume | 429,839 |
| Average Sell Volume | 429,839 |
| Average Buy Value | 127,639 CHF |
| Average Sell Value | 131,939 CHF |
| Spreads Availability Ratio | 99.99% |
| Quote Availability | 99.99% |
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