Put-Warrant

Symbol: WDAQ1V
Underlyings: DAX Index
ISIN: CH0481108105
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16/09/19
14:43:13
0.205
0.215
%
Volume
1.00 m.
1.00 m.
nominal

Performance

Closing prev. day 0.165
Diff. absolute / % 0.04 +24.24%

Determined prices

Last Price 0.210 Volume 10,000
Time 12:15:48 Date 16/09/2019

More Product Information

Core Data

Name Put-Warrant
ISIN CH0481108105
Valor 48110810
Symbol WDAQ1V
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 09/07/2019
Date of maturity 25/10/2019
Last trading day 18/10/2019
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer Bank Vontobel

Underlyings

Name DAX Index
ISIN DE0008469008
Price 12,404.27 Points
Date 16/09/19 14:44
Ratio 500.00

Key data

Ask Price (basis for calculation) 0.2200
Calculated price of underlying 13,509.6000
Premium 3.67%
Premium p.a. 40.81%
Break-even point 11,899.40 Points
Time value 0.22
Implied volatility 14.89%
Leverage 37.47
Delta -0.31
Gamma 0.00
Vega 14.74

market maker quality Date: 13/09/2019

Average Spread 5.70%
Last Best Bid Price 0.17 CHF
Last Best Ask Price 0.18 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 1,000,000
Average Buy Volume 999,976
Average Sell Volume 1,000,000
Average Buy Value 171,107 CHF
Average Sell Value 181,111 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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