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Put-Warrant
Symbol:
WUSBDV
ISIN:
CH1290664510
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.06.24
16:02:00 |
|
0.365
|
0.375
|
CHF |
| Volume |
340,000
|
340,000
|
||
Performance
| Closing prev. day | 0.420 | ||||
| Diff. absolute / % | -0.06 | -13.10% | |||
Determined prices
| Last Price | 0.420 | Volume | 3,000 | |
| Time | 14:38:08 | Date | 12/06/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1290664510 |
| Valor | 129066451 |
| Symbol | WUSBDV |
| Strike | 0.92 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 11/10/2023 |
| Date of maturity | 27/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.25 |
| Time value | 0.12 |
| Implied volatility | 0.14% |
| Leverage | 17.74 |
| Delta | -0.74 |
| Gamma | 10.20 |
| Vega | 0.00 |
| Distance to Strike | -0.03 |
| Distance to Strike in % | -2.87% |
market maker quality Date: 12/06/2024
| Average Spread | 2.64% |
| Last Best Bid Price | 0.41 CHF |
| Last Best Ask Price | 0.42 CHF |
| Last Best Bid Volume | 360,000 |
| Last Best Ask Volume | 360,000 |
| Average Buy Volume | 360,000 |
| Average Sell Volume | 360,000 |
| Average Buy Value | 134,937 CHF |
| Average Sell Value | 138,537 CHF |
| Spreads Availability Ratio | 99.83% |
| Quote Availability | 99.83% |
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