Call-Warrant

Symbol: WSMI6V
Underlyings: SMI
ISIN: CH0389722528
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/08/19
11:12:32
1.090
1.100
CHF
Volume
1.00 m.
1.00 m.

Performance

Closing prev. day 1.070
Diff. absolute / % 0.02 +1.87%

Determined prices

Last Price 1.070 Volume 1,000
Time 09:15:34 Date 20/08/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0389722528
Valor 38972252
Symbol WSMI6V
Strike 9,600.00 Points
Type Warrants
Type Bull
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 9,863.0500 Points
Date 23/08/19 11:19
Ratio 500.00

Key data

Ask Price (basis for calculation) 1.0700
Calculated price of underlying 9,828.0000
Premium 3.12%
Premium p.a. 2.35%
Break-even point 10,135.00 Points
Time value 0.61
Implied volatility 13.86%
Leverage 8.72
Delta 0.47
Gamma 0.00
Vega 43.66
Distance to Strike 187.34
Distance to Strike in % 1.91%

market maker quality Date: 22/08/2019

Average Spread 0.95%
Last Best Bid Price 1.04 CHF
Last Best Ask Price 1.05 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 1,044,980 CHF
Average Sell Value 1,054,980 CHF
Spreads Availability Ratio 98.14%
Quote Availability 98.14%

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