Put-Warrant

Symbol: WSPD7V
Underlyings: S&P 500 Index
ISIN: CH0434292154
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
11:13:12
0.340
0.370
CHF
Volume
500,000
500,000

Performance

Closing prev. day 0.360
Diff. absolute / % -0.02 -5.56%

Determined prices

Last Price 0.360 Volume 35,000
Time 09:31:40 Date 22/08/2019

More Product Information

Core Data

Name Put-Warrant
ISIN CH0434292154
Valor 43429215
Symbol WSPD7V
Strike 2,900.00 Points
Type Warrants
Type Bear
Ratio 100.00
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 Exempt qualified index
Currency safeguarded No
Pricing Not specified
Issuer Bank Vontobel

Underlyings

Name S&P 500 Index
ISIN US78378X1072
Price 2,933.00 Points
Date 23/08/19 11:34
Ratio 100.00

Key data

Ask Price (basis for calculation) 0.3700
Calculated price of underlying 2,880.5700
Premium 2.07%
Premium p.a. 31.12%
Break-even point 2,862.46 Points
Time value 0.37
Implied volatility 15.08%
Leverage 32.14
Delta -0.41
Gamma 0.00
Vega 3.09
Distance to Strike 7.92
Distance to Strike in % 0.27%

market maker quality Date: 22/08/2019

Average Spread 8.11%
Last Best Bid Price 0.42 CHF
Last Best Ask Price 0.45 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 500,000
Average Sell Volume 500,000
Average Buy Value 178,643 CHF
Average Sell Value 193,643 CHF
Spreads Availability Ratio 95.45%
Quote Availability 95.45%

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