Call-Warrant

Symbol: WCSA6V
Underlyings: Credit Suisse Group AG
ISIN: CH0520077709
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23.04.21
09:13:00
0.045
0.055
CHF
Volume
300,000
300,000

Performance

Closing prev. day 0.050
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.050 Volume 5,000
Time 13:58:51 Date 21/04/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0520077709
Valor 52007770
Symbol WCSA6V
Strike 16.00 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 24/01/2020
Date of maturity 23/12/2022
Last trading day 16/12/2022
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer Bank Vontobel

Underlyings

Name Credit Suisse Group AG
ISIN CH0012138530
Price 9.024 CHF
Date 23/04/21 09:56
Ratio 5.00

Key data

Break-even point 16.33 CHF
Implied volatility 0.60%
Leverage 2.18
Delta 0.05
Gamma 0.04
Vega 0.01
Distance to Strike -6.82
Distance to Strike in % -74.22%

market maker quality Date: 22/04/2021

Average Spread 21.99%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 300,000
Average Buy Volume 300,000
Average Sell Volume 300,000
Average Buy Value 12,246 CHF
Average Sell Value 15,246 CHF
Spreads Availability Ratio 98.70%
Quote Availability 98.70%

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