Put-Warrant

Symbol: WNACLV
Underlyings: Nasdaq 100 Index
ISIN: CH0581478648
Issuer:
Bank Vontobel
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
27.10.21
16:08:00
0.205
0.215
CHF
Volume
400,000
400,000

Performance

Closing prev. day 0.200
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.235 Volume 50,000
Time 09:19:43 Date 15/10/2021

More Product Information

Core Data

Name Put-Warrant
ISIN CH0581478648
Valor 58147864
Symbol WNACLV
Strike 10,000.00 Points
Type Warrants
Type Bear
Ratio 500.00
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 Nasdaq 100 Index
ISIN US6311011026
Price 15,621.888 Points
Date 27/10/21 16:23
Ratio 500.00

Key data

Implied volatility 0.36%
Leverage 0.07
Delta -0.00
Gamma 0.00
Vega 0.20
Distance to Strike 5,606.67
Distance to Strike in % 35.92%

market maker quality Date: 26/10/2021

Average Spread 4.78%
Last Best Bid Price 0.19 CHF
Last Best Ask Price 0.20 CHF
Last Best Bid Volume 400,000
Last Best Ask Volume 400,000
Average Buy Volume 237,213
Average Sell Volume 237,213
Average Buy Value 48,301 CHF
Average Sell Value 50,673 CHF
Spreads Availability Ratio 95.74%
Quote Availability 95.74%

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