Call-Warrant

Symbol: WLOCDV
ISIN: CH0553405603
Issuer:
Bank Vontobel
Trade

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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 0.710
Diff. absolute / % -0.05 -7.14%

Determined prices

Last Price 0.560 Volume 20,000
Time 15:09:28 Date 21/09/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0553405603
Valor 55340560
Symbol WLOCDV
Strike 80.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 15/07/2020
Date of maturity 24/12/2021
Last trading day 17/12/2021
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Logitech International SA
ISIN CH0025751329
Price 91.64 CHF
Date 24/09/21 17:31
Ratio 20.00

Key data

Intrinsic value 0.59
Time value 0.07
Implied volatility 0.34%
Leverage 5.95
Delta 0.86
Gamma 0.02
Vega 0.10
Distance to Strike 11.72
Distance to Strike in % 12.78%

market maker quality Date: 23/09/2021

Average Spread 1.41%
Last Best Bid Price 0.71 CHF
Last Best Ask Price 0.72 CHF
Last Best Bid Volume 120,000
Last Best Ask Volume 120,000
Average Buy Volume 120,000
Average Sell Volume 120,000
Average Buy Value 84,537 CHF
Average Sell Value 85,737 CHF
Spreads Availability Ratio 99.08%
Quote Availability 99.08%

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