Call-Warrant

Symbol: WSPFBV
Underlyings: S&P 500 Index
ISIN: CH0434292295
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16/09/19
14:39:11
0.160
0.190
CHF
Volume
450,000
450,000

Performance

Closing prev. day 0.220
Diff. absolute / % -0.06 -27.27%

Determined prices

Last Price 0.220 Volume 6,000
Time 17:02:53 Date 12/09/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0434292295
Valor 43429229
Symbol WSPFBV
Strike 3,000.00 Points
Type Warrants
Type Bull
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 2,996.00 Points
Date 16/09/19 14:55
Ratio 100.00

Key data

Ask Price (basis for calculation) 0.2700
Calculated price of underlying 2,980.1300
Premium 0.49%
Premium p.a. 33.02%
Break-even point 3,027.29 Points
Time value 0.15
Implied volatility 12.94%
Leverage 64.12
Delta 0.58
Gamma 0.01
Vega 1.52
Distance to Strike 12.54
Distance to Strike in % 0.42%

market maker quality Date: 12/09/2019

Average Spread 3.98%
Last Best Bid Price 0.24 CHF
Last Best Ask Price 0.25 CHF
Last Best Bid Volume 490,000
Last Best Ask Volume 490,000
Average Buy Volume 489,998
Average Sell Volume 490,000
Average Buy Value 121,086 CHF
Average Sell Value 125,986 CHF
Spreads Availability Ratio 95.60%
Quote Availability 95.60%

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