Call-Warrant

Symbol: WMSACV
Underlyings: Microsoft Corp.
ISIN: CH1197296606
Issuer:
Bank Vontobel
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.425
Diff. absolute / % -0.04 -10.98%

Determined prices

Last Price 0.425 Volume 250
Time 12:31:50 Date 25/11/2022

More Product Information

Core Data

Name Call-Warrant
ISIN CH1197296606
Valor 119729660
Symbol WMSACV
Strike 240.00 USD
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 04/07/2022
Date of maturity 22/12/2023
Last trading day 15/12/2023
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Microsoft Corp.
ISIN US5949181045
Price 233.30 EUR
Date 28/11/22 22:59
Ratio 100.00

Key data

Intrinsic value 0.03
Time value 0.35
Implied volatility 0.33%
Leverage 4.06
Delta 0.63
Gamma 0.00
Vega 0.94
Distance to Strike 3.02
Distance to Strike in % 1.24%

market maker quality Date: 25/11/2022

Average Spread 2.39%
Last Best Bid Price 0.42 CHF
Last Best Ask Price 0.43 CHF
Last Best Bid Volume 590,000
Last Best Ask Volume 590,000
Average Buy Volume 362,375
Average Sell Volume 362,375
Average Buy Value 149,655 CHF
Average Sell Value 153,278 CHF
Spreads Availability Ratio 99.30%
Quote Availability 99.30%

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