Call-Warrant

Symbol: WGBAEV
Underlyings: Devisen GBP/USD
ISIN: CH1301959115
Issuer:
Bank Vontobel
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More Product Information

Core Data

Name Call-Warrant
ISIN CH1301959115
Valor 130195911
Symbol WGBAEV
Strike 1.28 USD
Type Warrants
Type Bull
Ratio 0.10
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 08/11/2023
Date of maturity 28/06/2024
Last trading day 21/06/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Devisen GBP/USD
ISIN GB0031973075
Price 1.25453
Date 29/04/24 06:50
Ratio 0.10

Key data

Implied volatility 0.07%
Leverage 75.12
Delta 0.25
Gamma 9.31
Vega 0.00
Distance to Strike 0.03
Distance to Strike in % 2.65%

market maker quality Date: 25/04/2024

Average Spread 19.67%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 600,000
Average Buy Volume 600,000
Average Sell Volume 600,000
Average Buy Value 27,657 CHF
Average Sell Value 33,657 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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