Call-Warrant

Symbol: WYPAHV
Underlyings: Ypsomed Hldg. AG
ISIN: CH1312989564
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 0.920
Diff. absolute / % -0.06 -11.76%

Determined prices

Last Price 0.510 Volume 5,000
Time 10:16:02 Date 13/05/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1312989564
Valor 131298956
Symbol WYPAHV
Strike 320.00 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 27/06/2025
Last trading day 20/06/2025
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Ypsomed Hldg. AG
ISIN CH0019396990
Price 387.00 CHF
Date 24/05/24 17:30
Ratio 100.00

Key data

Intrinsic value 0.68
Time value 0.24
Implied volatility 0.36%
Leverage 3.13
Delta 0.74
Gamma 0.00
Vega 1.29
Distance to Strike -68.00
Distance to Strike in % -17.53%

market maker quality Date: 23/05/2024

Average Spread 3.13%
Last Best Bid Price 0.90 CHF
Last Best Ask Price 0.93 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 50,000
Average Sell Volume 50,000
Average Buy Value 47,267 CHF
Average Sell Value 48,767 CHF
Spreads Availability Ratio 99.60%
Quote Availability 99.60%

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