Call-Warrant

Symbol: WSMI6V
Underlyings: SMI
ISIN: CH0389722528
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 2.260
Diff. absolute / % 0.17 +8.13%

Determined prices

Last Price 2.520 Volume 20,000
Time 12:38:35 Date 22/01/2020

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 10,797.512 Points
Date 28/01/20 22:14
Ratio 500.00

Key data

Ask Price (basis for calculation) 2.2600
Calculated price of underlying 10,784.4000
Break-even point 10,730.00 Points
Implied volatility 16.63%
Leverage 6.87
Delta 0.72
Gamma 0.00
Vega 32.00
Distance to Strike 1,184.40
Distance to Strike in % 10.98%

market maker quality Date: 27/01/2020

Average Spread 0.47%
Last Best Bid Price 2.10 CHF
Last Best Ask Price 2.11 CHF
Last Best Bid Volume 660,000
Last Best Ask Volume 660,000
Average Buy Volume 660,000
Average Sell Volume 660,000
Average Buy Value 1,395,410 CHF
Average Sell Value 1,402,010 CHF
Spreads Availability Ratio 98.58%
Quote Availability 98.58%

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