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Call-Warrant
Symbol:
WCSALV
ISIN:
CH1302003087
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
13:17:00 |
|
0.690
|
0.700
|
CHF |
| Volume |
80,000
|
80,000
|
||
Performance
| Closing prev. day | 0.670 | ||||
| Diff. absolute / % | 0.01 | +1.49% | |||
Determined prices
| Last Price | 0.480 | Volume | 25,000 | |
| Time | 12:21:27 | Date | 07/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1302003087 |
| Valor | 130200308 |
| Symbol | WCSALV |
| Strike | 32.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/12/2023 |
| 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 | AXA S.A. |
| ISIN | FR0000120628 |
| Price |
33.545 EUR
|
| Date | 17/05/24 13:47 |
| Ratio | 5.00 |
Key data
| Intrinsic value | 0.31 |
| Time value | 0.37 |
| Implied volatility | 0.29% |
| Leverage | 5.94 |
| Delta | 0.60 |
| Gamma | 0.06 |
| Vega | 0.10 |
| Distance to Strike | -1.55 |
| Distance to Strike in % | -4.62% |
market maker quality Date: 16/05/2024
| Average Spread | 1.45% |
| Last Best Bid Price | 0.67 CHF |
| Last Best Ask Price | 0.68 CHF |
| Last Best Bid Volume | 90,000 |
| Last Best Ask Volume | 90,000 |
| Average Buy Volume | 89,892 |
| Average Sell Volume | 89,892 |
| Average Buy Value | 61,514 CHF |
| Average Sell Value | 62,414 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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