Call-Warrant

Symbol: WVAAJV
Underlyings: VAT Group
ISIN: CH1124575627
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
27.10.21
15:50:00
0.990
1.000
CHF
Volume
110,000
110,000

Performance

Closing prev. day 0.940
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.700 Volume 8,000
Time 11:29:54 Date 20/10/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH1124575627
Valor 112457562
Symbol WVAAJV
Strike 350.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 21/07/2021
Date of maturity 25/03/2022
Last trading day 18/03/2022
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name VAT Group
ISIN CH0311864901
Price 439.2000 CHF
Date 27/10/21 15:48
Ratio 100.00

Key data

Intrinsic value 0.87
Time value 0.08
Implied volatility 0.37%
Leverage 3.95
Delta 0.86
Gamma 0.00
Vega 0.63
Distance to Strike 86.80
Distance to Strike in % 19.87%

market maker quality Date: 26/10/2021

Average Spread 1.06%
Last Best Bid Price 0.94 CHF
Last Best Ask Price 0.95 CHF
Last Best Bid Volume 120,000
Last Best Ask Volume 120,000
Average Buy Volume 120,000
Average Sell Volume 120,000
Average Buy Value 112,638 CHF
Average Sell Value 113,838 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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