Login
Put-Warrant
Symbol:
WGBALV
ISIN:
CH1312963734
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.24
09:09:00 |
|
0.630
|
0.640
|
CHF |
| Volume |
350,000
|
350,000
|
||
Performance
| Closing prev. day | 0.690 | ||||
| Diff. absolute / % | 0.02 | +2.99% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1312963734 |
| Valor | 131296373 |
| Symbol | WGBALV |
| Strike | 1.32 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 04/01/2024 |
| 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
| Implied volatility | 0.13% |
| Leverage | 14.72 |
| Delta | -0.78 |
| Gamma | 5.32 |
| Vega | 0.00 |
| Distance to Strike | -0.07 |
| Distance to Strike in % | -5.86% |
market maker quality Date: 25/04/2024
| Average Spread | 1.53% |
| Last Best Bid Price | 0.66 CHF |
| Last Best Ask Price | 0.67 CHF |
| Last Best Bid Volume | 340,000 |
| Last Best Ask Volume | 340,000 |
| Average Buy Volume | 340,000 |
| Average Sell Volume | 340,000 |
| Average Buy Value | 220,457 CHF |
| Average Sell Value | 223,857 CHF |
| Spreads Availability Ratio | 99.99% |
| Quote Availability | 99.99% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)