Put-Warrant

Symbol: WSPCOV
Underlyings: S&P 500 Index
ISIN: CH0581477145
Issuer:
Bank Vontobel
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
27.10.21
11:00:00
0.330
0.360
CHF
Volume
50,000
50,000

Performance

Closing prev. day 0.340
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.390 Volume 30,000
Time 09:18:00 Date 15/10/2021

More Product Information

Core Data

Name Put-Warrant
ISIN CH0581477145
Valor 58147714
Symbol WSPCOV
Strike 3,000.00 Points
Type Warrants
Type Bear
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 05/01/2021
Date of maturity 24/06/2022
Last trading day 17/06/2022
Settlement Type Cash payout
IRS 871m Exempt qualified index
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name S&P 500 Index
ISIN US78378X1072
Price 4,578.1577 Points
Date 27/10/21 14:34
Ratio 100.00

Key data

Implied volatility 0.36%
Leverage 0.01
Delta -0.00
Gamma 0.00
Vega 0.01
Distance to Strike 1,593.66
Distance to Strike in % 34.69%

market maker quality Date: 26/10/2021

Average Spread 3.14%
Last Best Bid Price 0.33 CHF
Last Best Ask Price 0.34 CHF
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 93,086
Average Sell Volume 93,086
Average Buy Value 29,720 CHF
Average Sell Value 30,650 CHF
Spreads Availability Ratio 99.33%
Quote Availability 99.33%

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