Call-Warrant

Symbol: WBAD8V
Underlyings: Julius Baer Group
ISIN: CH1301937111
Issuer:
Bank Vontobel
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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 0.232
Diff. absolute / % -0.02 -8.66%

Determined prices

Last Price 0.254 Volume 5,000
Time 09:17:23 Date 06/11/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1301937111
Valor 130193711
Symbol WBAD8V
Strike 52.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 01/11/2023
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 Julius Baer Group
ISIN CH0102484968
Price 55.38 CHF
Date 11/11/24 17:30
Ratio 20.00

Key data

Intrinsic value 0.19
Time value 0.05
Implied volatility 0.39%
Leverage 10.28
Delta 0.85
Gamma 0.07
Vega 0.04
Distance to Strike -3.70
Distance to Strike in % -6.64%

market maker quality Date: 08/11/2024

Average Spread 4.49%
Last Best Bid Price 0.22 CHF
Last Best Ask Price 0.23 CHF
Last Best Bid Volume 90,000
Last Best Ask Volume 90,000
Average Buy Volume 90,000
Average Sell Volume 90,000
Average Buy Value 19,587 CHF
Average Sell Value 20,487 CHF
Spreads Availability Ratio 98.26%
Quote Availability 98.26%

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