Put-Warrant

Symbol: WSMHWV
Underlyings: SMI
ISIN: CH0389722437
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
14:39:02
0.360
0.370
CHF
Volume
1.00 m.
1.00 m.

Performance

Closing prev. day 0.380
Diff. absolute / % -0.02 -5.26%

Determined prices

Last Price 0.380 Volume 26,000
Time 13:11:43 Date 17/07/2019

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 9,989.2400 Points
Date 23/07/19 14:55
Ratio 500.00

Key data

Ask Price (basis for calculation) 0.3700
Calculated price of underlying 9,983.7100
Premium 21.72%
Premium p.a. 15.00%
Break-even point 7,815.00 Points
Time value 0.37
Implied volatility 19.50%
Leverage 1.45
Delta -0.03
Gamma 0.00
Vega 7.32
Distance to Strike 1,920.04
Distance to Strike in % 19.36%

market maker quality Date: 22/07/2019

Average Spread 2.53%
Last Best Bid Price 0.39 CHF
Last Best Ask Price 0.40 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 390,203 CHF
Average Sell Value 400,203 CHF
Spreads Availability Ratio 97.43%
Quote Availability 97.43%

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