Call-Warrant

Symbol: WDAMRV
Underlyings: DAX Index
ISIN: CH1110328833
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
28.07.21
10:17:00
0.440
0.450
CHF
Volume
1.00 m.
1.00 m.

Performance

Closing prev. day 0.460
Diff. absolute / % 0.09 +25.71%

Determined prices

Last Price 0.420 Volume 390,000
Time 09:46:32 Date 28/07/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH1110328833
Valor 111032883
Symbol WDAMRV
Strike 15,600.00 Points
Type Warrants
Type Bull
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

Underlyings

Name DAX Index
ISIN DE0008469008
Price 15,536.95 Points
Date 28/07/21 10:18
Ratio 500.00

Key data

Implied volatility 0.15%
Leverage 33.09
Delta 0.47
Gamma 0.00
Vega 17.70
Distance to Strike -80.87
Distance to Strike in % -0.52%

market maker quality Date: 27/07/2021

Average Spread 2.29%
Last Best Bid Price 0.47 CHF
Last Best Ask Price 0.48 CHF
Last Best Bid Volume 980,000
Last Best Ask Volume 980,000
Average Buy Volume 980,000
Average Sell Volume 980,000
Average Buy Value 424,528 CHF
Average Sell Value 434,328 CHF
Spreads Availability Ratio 99.46%
Quote Availability 99.46%

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