Symbol: WDAMIV
Underlyings: DAX Index
ISIN: CH1110328759
Bank Vontobel



SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.


Closing prev. day 0.430
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.430 Volume 12,000
Time 17:11:49 Date 27/07/2021

More Product Information

Core Data

Name Put-Warrant
ISIN CH1110328759
Valor 111032875
Strike 15,400.00 Points
Type Warrants
Type Bear
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 11/05/2021
Date of maturity 27/08/2021
Last trading day 20/08/2021
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel


Name DAX Index
ISIN DE0008469008
Price 15,537.00 Points
Date 28/07/21 08:40
Ratio 500.00

Key data

Implied volatility 0.16%
Leverage 29.13
Delta -0.42
Gamma 0.00
Vega 17.72
Distance to Strike 119.13
Distance to Strike in % 0.77%

market maker quality Date: 27/07/2021

Average Spread 2.28%
Last Best Bid Price 0.43 CHF
Last Best Ask Price 0.44 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 1,000,000
Average Buy Volume 999,998
Average Sell Volume 1,000,000
Average Buy Value 436,586 CHF
Average Sell Value 446,586 CHF
Spreads Availability Ratio 92.28%
Quote Availability 92.28%

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