Call-Warrant

Symbol: WYPAIV
Underlyings: Ypsomed Hldg. AG
ISIN: CH1312989556
Issuer:
Bank Vontobel
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.550
Diff. absolute / % -0.04 -7.14%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1312989556
Valor 131298955
Symbol WYPAIV
Strike 300.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 10/01/2024
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 Ypsomed Hldg. AG
ISIN CH0019396990
Price 328.50 CHF
Date 17/05/24 17:30
Ratio 100.00

Key data

Intrinsic value 0.28
Time value 0.24
Implied volatility 0.38%
Leverage 4.54
Delta 0.71
Gamma 0.00
Vega 0.87
Distance to Strike -27.50
Distance to Strike in % -8.40%

market maker quality Date: 16/05/2024

Average Spread 4.75%
Last Best Bid Price 0.56 CHF
Last Best Ask Price 0.59 CHF
Last Best Bid Volume 60,000
Last Best Ask Volume 60,000
Average Buy Volume 59,923
Average Sell Volume 59,923
Average Buy Value 33,244 CHF
Average Sell Value 34,861 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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