Put-Warrant

Symbol: WDANLV
Underlyings: DAX Index
ISIN: CH0434292402
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/08/19
11:14:10
0.680
0.690
CHF
Volume
720,000
720,000

Performance

Closing prev. day 0.650
Diff. absolute / % 0.03 +4.62%

Determined prices

Last Price 0.650 Volume 20,000
Time 15:14:30 Date 22/08/2019

More Product Information

Core Data

Name Put-Warrant
ISIN CH0434292402
Valor 43429240
Symbol WDANLV
Strike 12,000.00 Points
Type Warrants
Type Bear
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First listing date 02/10/2018
Date of maturity 20/09/2019
Last trading day 20/09/2019
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer Bank Vontobel

Underlyings

Name DAX Index
ISIN DE0008469008
Price 11,808.59 Points
Date 23/08/19 11:15
Ratio 500.00

Key data

Ask Price (basis for calculation) 0.7100
Calculated price of underlying 12,855.3000
Premium 0.96%
Premium p.a. 13.54%
Break-even point 11,674.50 Points
Time value 0.25
Implied volatility 15.32%
Leverage 26.31
Delta -0.73
Gamma 0.00
Vega 12.86
Distance to Strike -211.78
Distance to Strike in % -1.80%

market maker quality Date: 22/08/2019

Average Spread 1.43%
Last Best Bid Price 0.78 CHF
Last Best Ask Price 0.79 CHF
Last Best Bid Volume 760,000
Last Best Ask Volume 760,000
Average Buy Volume 759,947
Average Sell Volume 759,965
Average Buy Value 529,701 CHF
Average Sell Value 537,316 CHF
Spreads Availability Ratio 96.27%
Quote Availability 96.27%

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