Call-Warrant

Symbol: WGADPV
Underlyings: Gazprom ADR
ISIN: CH0457098751
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
15/11/19
09:29:24
1.150
1.160
CHF
Volume
50,000
50,000

Performance

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

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH0457098751
Valor 45709875
Symbol WGADPV
Strike 5.60 USD
Type Warrants
Type Bull
Ratio 2.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 15/01/2019
Date of maturity 19/06/2020
Last trading day 19/06/2020
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer Bank Vontobel

Underlyings

Name Gazprom ADR
ISIN US3682872078
Price 7.69 USD
Date 14/11/19 21:59
Ratio 2.00

Key data

Ask Price (basis for calculation) 1.1700
Calculated price of underlying 6.8077
Premium 15.68%
Premium p.a. 27.74%
Break-even point 7.97 USD
Time value 0.53
Implied volatility 102.05%
Leverage 3.28
Delta 0.99
Distance to Strike 2.19
Distance to Strike in % 28.09%

market maker quality Date: 14/11/2019

Average Spread 0.86%
Last Best Bid Price 1.16 CHF
Last Best Ask Price 1.17 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 57,990 CHF
Average Sell Value 58,490 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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