Call-Warrant

Symbol: WSM2ZV
Underlyings: SMI
ISIN: CH1206757895
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 0.160
Diff. absolute / % 0.02 +10.81%

Determined prices

Last Price 0.152 Volume 4,000
Time 18:50:05 Date 25/11/2022

More Product Information

Core Data

Name Call-Warrant
ISIN CH1206757895
Valor 120675789
Symbol WSM2ZV
Strike 11,150.00 Points
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 02/09/2022
Date of maturity 09/12/2022
Last trading day 02/12/2022
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name SMI
ISIN CH0009980894
Price 11,149.845 Points
Date 28/11/22 22:10
Ratio 500.00

Key data

Intrinsic value 0.08
Time value 0.09
Implied volatility 0.09%
Leverage 73.14
Delta 0.58
Gamma 0.00
Vega 7.61
Distance to Strike 42.30
Distance to Strike in % 0.38%

market maker quality Date: 25/11/2022

Average Spread 6.57%
Last Best Bid Price 0.14 CHF
Last Best Ask Price 0.15 CHF
Last Best Bid Volume 490,000
Last Best Ask Volume 490,000
Average Buy Volume 490,000
Average Sell Volume 490,000
Average Buy Value 72,445 CHF
Average Sell Value 77,345 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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