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Call-Warrant
Symbol:
WAVATV
ISIN:
CH1400604257
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
20:16:25 |
|
1.220
|
1.320
|
CHF |
| Volume |
10,000
|
10,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 1.220 | ||||
| Diff. absolute / % | -0.03 | -3.57% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1400604257 |
| Valor | 140060425 |
| Symbol | WAVATV |
| Strike | 36.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/01/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Delta | 0.96 |
| Gamma | 0.02 |
| Vega | 0.03 |
| Distance to Strike | -11.68 |
| Distance to Strike in % | -24.50% |
market maker quality Date: 03/12/2025
| Average Spread | 5.46% |
| Last Best Bid Price | 1.00 CHF |
| Last Best Ask Price | 1.01 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 19,844 |
| Average Sell Volume | 19,844 |
| Average Buy Value | 19,631 CHF |
| Average Sell Value | 20,056 CHF |
| Spreads Availability Ratio | 9.42% |
| Quote Availability | 107.65% |
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