Put-Warrant

Symbol: WSMHWV
Underlyings: SMI
ISIN: CH0389722437
Issuer:
Bank Vontobel
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
15/11/19
09:31:54
0.215
0.225
CHF
Volume
1.00 m.
1.00 m.

Performance

Closing prev. day 0.230
Diff. absolute / % -0.02 -6.52%

Determined prices

Last Price 0.230 Volume 1,700
Time 09:23:44 Date 11/11/2019

More Product Information

Core Data

Name Put-Warrant
ISIN CH0389722437
Valor 38972243
Symbol WSMHWV
Strike 8,000.00 Points
Type Warrants
Type Bear
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First listing date 05/01/2018
Date of maturity 18/12/2020
Last trading day 18/12/2020
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer Bank Vontobel

Underlyings

Name SMI
ISIN CH0009980894
Price 10,294.7100 Points
Date 15/11/19 09:34
Ratio 500.00

Key data

Ask Price (basis for calculation) 0.2400
Calculated price of underlying 10,309.2000
Premium 23.56%
Premium p.a. 21.34%
Break-even point 7,880.00 Points
Time value 0.24
Implied volatility 18.83%
Leverage 9.38
Delta -0.11
Gamma 0.00
Vega 19.97
Distance to Strike 2,230.44
Distance to Strike in % 21.80%

market maker quality Date: 14/11/2019

Average Spread 4.28%
Last Best Bid Price 0.23 CHF
Last Best Ask Price 0.24 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 228,985 CHF
Average Sell Value 238,985 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.