Call-Warrant

Symbol: WGBAYV
Underlyings: Devisen GBP/USD
ISIN: CH1312963833
Issuer:
Bank Vontobel
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More Product Information

Core Data

Name Call-Warrant
ISIN CH1312963833
Valor 131296383
Symbol WGBAYV
Strike 1.32 USD
Type Warrants
Type Bull
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

Underlyings

Name Devisen GBP/USD
ISIN GB0031973075
Price 1.25175
Date 29/04/24 03:47
Ratio 0.10

Key data

Implied volatility 0.06%
Leverage 80.51
Delta 0.22
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 24.58%
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 21,481 CHF
Average Sell Value 27,481 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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