Call-Warrant

Symbol: WGAAJV
Underlyings: Gazprom ADR
ISIN: CH0434305733
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/07/19
13:52:39
1.090
1.100
CHF
Volume
50,000
50,000

Performance

Closing prev. day -
Diff. absolute / % 0.98 +980.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH0434305733
Valor 43430573
Symbol WGAAJV
Strike 4.80 USD
Type Warrants
Type Bull
Ratio 2.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 05/10/2018
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 Gazprom ADR
ISIN US3682872078
Price 6.835 USD
Date 22/07/19 21:58
Ratio 2.00

Key data

Ask Price (basis for calculation) 1.0900
Calculated price of underlying 6.7047
Premium 2.90%
Premium p.a. 19.51%
Break-even point 7.02 USD
Time value 0.10
Implied volatility 130.86%
Leverage 3.02
Delta 0.98
Distance to Strike 2.05
Distance to Strike in % 29.93%

market maker quality Date: 22/07/2019

Average Spread 0.95%
Last Best Bid Price 1.04 CHF
Last Best Ask Price 1.05 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 50,000
Average Sell Volume 50,000
Average Buy Value 52,373 CHF
Average Sell Value 52,873 CHF
Spreads Availability Ratio 99.96%
Quote Availability 99.96%

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