Put-Warrant

Symbol: WSMH3V
Underlyings: SMI
ISIN: CH0434293053
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
13:00:38
0.030
0.040
CHF
Volume
1.00 m.
1.00 m.

Performance

Closing prev. day 0.050
Diff. absolute / % -0.02 -40.00%

Determined prices

Last Price 0.045 Volume 14,000
Time 09:15:19 Date 23/07/2019

More Product Information

Core Data

Name Put-Warrant
ISIN CH0434293053
Valor 43429305
Symbol WSMH3V
Strike 9,000.00 Points
Type Warrants
Type Bear
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First listing date 02/10/2018
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 SMI
ISIN CH0009980894
Price 9,983.42 Points
Date 23/07/19 13:57
Ratio 500.00

Key data

Ask Price (basis for calculation) 0.0450
Calculated price of underlying 9,971.5300
Premium 9.97%
Premium p.a. 81.02%
Break-even point 8,977.50 Points
Time value 0.05
Implied volatility 17.46%
Leverage 25.67
Delta -0.06
Gamma 0.00
Vega 4.62
Distance to Strike 920.04
Distance to Strike in % 9.27%

market maker quality Date: 22/07/2019

Average Spread 20.66%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 1,000,000
Average Buy Volume 1,000,000
Average Sell Volume 1,000,000
Average Buy Value 43,538 CHF
Average Sell Value 53,538 CHF
Spreads Availability Ratio 97.06%
Quote Availability 97.06%

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