Put-Warrant

Symbol: WABAQV
Underlyings: ABB N
ISIN: CH1124575908
Issuer:
Bank Vontobel
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
27.10.21
14:10:00
0.350
0.360
CHF
Volume
400,000
400,000

Performance

Closing prev. day 0.360
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.330 Volume 257
Time 09:16:29 Date 21/10/2021

More Product Information

Core Data

Name Put-Warrant
ISIN CH1124575908
Valor 112457590
Symbol WABAQV
Strike 32.00 CHF
Type Warrants
Type Bear
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 21/07/2021
Date of maturity 24/06/2022
Last trading day 17/06/2022
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name ABB N
ISIN CH0012221716
Price 30.4500 CHF
Date 27/10/21 14:09
Ratio 10.00

Key data

Intrinsic value 0.15
Time value 0.20
Implied volatility 0.23%
Leverage 4.88
Delta -0.56
Gamma 0.05
Vega 0.10
Distance to Strike -1.49
Distance to Strike in % -4.88%

market maker quality Date: 26/10/2021

Average Spread 2.71%
Last Best Bid Price 0.35 CHF
Last Best Ask Price 0.36 CHF
Last Best Bid Volume 390,000
Last Best Ask Volume 390,000
Average Buy Volume 390,000
Average Sell Volume 390,000
Average Buy Value 141,908 CHF
Average Sell Value 145,808 CHF
Spreads Availability Ratio 99.96%
Quote Availability 99.96%

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