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Call-Warrant
Symbol:
WZUBNV
ISIN:
CH1225162887
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
12:24:00 |
|
0.560
|
0.580
|
CHF |
| Volume |
70,000
|
70,000
|
||
Performance
| Closing prev. day | 0.620 | ||||
| Diff. absolute / % | -0.06 | -9.68% | |||
Determined prices
| Last Price | 0.280 | Volume | 35,000 | |
| Time | 09:50:31 | Date | 28/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1225162887 |
| Valor | 122516288 |
| Symbol | WZUBNV |
| Strike | 520.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/11/2022 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.52 |
| Time value | 0.05 |
| Implied volatility | 0.23% |
| Leverage | 16.49 |
| Delta | 0.86 |
| Gamma | 0.01 |
| Vega | 0.32 |
| Distance to Strike | -27.80 |
| Distance to Strike in % | -5.07% |
market maker quality Date: 20/11/2024
| Average Spread | 3.98% |
| Last Best Bid Price | 0.33 CHF |
| Last Best Ask Price | 0.35 CHF |
| Last Best Bid Volume | 90,000 |
| Last Best Ask Volume | 90,000 |
| Average Buy Volume | 90,000 |
| Average Sell Volume | 90,000 |
| Average Buy Value | 33,318 CHF |
| Average Sell Value | 34,668 CHF |
| Spreads Availability Ratio | 99.43% |
| Quote Availability | 99.43% |
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