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Call-Warrant
Symbol:
WGBAEV
ISIN:
CH1301959115
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
10.06.24
13:42:00 |
|
0.028
|
0.038
|
CHF |
| Volume |
600,000
|
600,000
|
||
Performance
| Closing prev. day | 0.044 | ||||
| Diff. absolute / % | -0.02 | -36.36% | |||
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 | CH1301959115 |
| Valor | 130195911 |
| Symbol | WGBAEV |
| Strike | 1.28 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 08/11/2023 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Implied volatility | 0.07% |
| Leverage | 123.36 |
| Delta | 0.21 |
| Gamma | 28.37 |
| Vega | 0.00 |
| Distance to Strike | 0.01 |
| Distance to Strike in % | 0.85% |
market maker quality Date: 07/06/2024
| Average Spread | 18.14% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.04 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 600,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 600,000 |
| Average Buy Value | 31,849 CHF |
| Average Sell Value | 37,849 CHF |
| Spreads Availability Ratio | 99.98% |
| Quote Availability | 99.98% |
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