Put-Warrant

Symbol: WINF5V
ISIN: CH0481056080
Issuer:
Bank Vontobel
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/07/19
13:59:11
0.920
0.930
%
Volume
340,000
340,000
nominal

Performance

Closing prev. day 0.980
Diff. absolute / % -0.06 -6.12%

Determined prices

Last Price 0.980 Volume 2,500
Time 15:50:07 Date 12/07/2019

More Product Information

Core Data

Name Put-Warrant
ISIN CH0481056080
Valor 48105608
Symbol WINF5V
Strike 28,000.00 Points
Type Warrants
Type Bear
Ratio 1,000.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First listing date 25/06/2019
Date of maturity 27/09/2019
Last trading day 20/09/2019
Settlement Type Cash payout
IRS 871m Exempt qualified index
Currency safeguarded No
Pricing Not specified
Issuer Bank Vontobel

Underlyings

Name Dow Jones Industrial Average Index
ISIN US2605661048
Price 27,300.00 Points
Date 23/07/19 14:13
Ratio 1,000.00

Key data

Ask Price (basis for calculation) 0.9200
Calculated price of underlying 26,712.6000
Premium 0.40%
Premium p.a. 2.23%
Break-even point 27,064.20 Points
Time value 0.11
Implied volatility 8.06%
Leverage 22.16
Delta -0.76
Gamma 0.00
Vega 33.39

market maker quality Date: 22/07/2019

Average Spread 1.00%
Last Best Bid Price 1.04 CHF
Last Best Ask Price 1.05 CHF
Last Best Bid Volume 330,000
Last Best Ask Volume 330,000
Average Buy Volume 330,000
Average Sell Volume 330,000
Average Buy Value 327,569 CHF
Average Sell Value 330,869 CHF
Spreads Availability Ratio 97.86%
Quote Availability 97.86%

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