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Call-Warrant
Symbol:
WSAAIV
ISIN:
CH1301967787
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.05.24
16:15:00 |
|
0.730
|
0.740
|
CHF |
| Volume |
180,000
|
180,000
|
||
Performance
| Closing prev. day | 0.790 | ||||
| Diff. absolute / % | -0.06 | -7.59% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1301967787 |
| Valor | 130196778 |
| Symbol | WSAAIV |
| Strike | 160.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/11/2023 |
| 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 |
Underlyings
| Name | SAP SE |
| ISIN | DE0007164600 |
| Price |
168.92 EUR
|
| Date | 02/05/24 16:32 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.49 |
| Time value | 0.27 |
| Implied volatility | 0.21% |
| Leverage | 7.79 |
| Delta | 0.69 |
| Gamma | 0.01 |
| Vega | 0.37 |
| Distance to Strike | -9.70 |
| Distance to Strike in % | -5.72% |
market maker quality Date: 30/04/2024
| Average Spread | 1.27% |
| Last Best Bid Price | 0.78 CHF |
| Last Best Ask Price | 0.79 CHF |
| Last Best Bid Volume | 170,000 |
| Last Best Ask Volume | 170,000 |
| Average Buy Volume | 168,230 |
| Average Sell Volume | 168,230 |
| Average Buy Value | 134,169 CHF |
| Average Sell Value | 135,854 CHF |
| Spreads Availability Ratio | 99.88% |
| Quote Availability | 99.88% |
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