Put-Warrant

Symbol: WDAG4V
Underlyings: DAX Index
ISIN: CH1110413833
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 0.640
Diff. absolute / % 0.10 +16.13%

Determined prices

Last Price 0.660 Volume 500,000
Time 16:50:30 Date 16/09/2021

More Product Information

Core Data

Name Put-Warrant
ISIN CH1110413833
Valor 111041383
Symbol WDAG4V
Strike 15,700.00 Points
Type Warrants
Type Bear
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 13/07/2021
Date of maturity 22/10/2021
Last trading day 15/10/2021
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name DAX Index
ISIN DE0008469008
Price 15,549.05 Points
Date 24/09/21 22:20
Ratio 500.00

Key data

Intrinsic value 0.34
Time value 0.42
Implied volatility 0.17%
Leverage 24.67
Delta -0.60
Gamma 0.00
Vega 16.58
Distance to Strike -169.97
Distance to Strike in % -1.09%

market maker quality Date: 23/09/2021

Average Spread 1.56%
Last Best Bid Price 0.63 CHF
Last Best Ask Price 0.64 CHF
Last Best Bid Volume 820,000
Last Best Ask Volume 820,000
Average Buy Volume 820,000
Average Sell Volume 820,000
Average Buy Value 524,464 CHF
Average Sell Value 532,664 CHF
Spreads Availability Ratio 97.85%
Quote Availability 97.85%

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