Call-Warrant

Symbol: WZUCHV
ISIN: CH0440727532
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
14:36:19
0.400
0.410
CHF
Volume
160,000
160,000

Performance

Closing prev. day -
Diff. absolute / % 0.37 +1,042.86%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH0440727532
Valor 44072753
Symbol WZUCHV
Strike 360.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 06/11/2018
Date of maturity 20/09/2019
Last trading day 20/09/2019
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer Bank Vontobel

Underlyings

Name Zurich Insurance Group AG
ISIN CH0011075394
Price 378.9000 CHF
Date 16/09/19 14:39
Ratio 50.00

Key data

Ask Price (basis for calculation) 0.4800
Calculated price of underlying 380.5000
Premium 0.92%
Premium p.a. 70.50%
Break-even point 384.00 CHF
Time value 0.07
Implied volatility 55.18%
Leverage 15.78
Delta 1.00
Gamma 0.00
Vega 0.01
Distance to Strike 20.70
Distance to Strike in % 5.44%

market maker quality Date: 12/09/2019

Average Spread 2.16%
Last Best Bid Price 0.44 CHF
Last Best Ask Price 0.45 CHF
Last Best Bid Volume 160,000
Last Best Ask Volume 160,000
Average Buy Volume 160,000
Average Sell Volume 160,000
Average Buy Value 73,480 CHF
Average Sell Value 75,080 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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