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Call-Warrant
Symbol:
WSRCXV
ISIN:
CH1236752338
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.890 | ||||
| Diff. absolute / % | 0.15 | +20.27% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1236752338 |
| Valor | 123675233 |
| Symbol | WSRCXV |
| Strike | 120.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/01/2023 |
| 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 | 0.84 |
| Time value | 0.13 |
| Implied volatility | 0.34% |
| Leverage | 10.46 |
| Delta | 0.79 |
| Gamma | 0.03 |
| Vega | 0.10 |
| Distance to Strike | -8.40 |
| Distance to Strike in % | -6.54% |
market maker quality Date: 20/11/2024
| Average Spread | 1.28% |
| Last Best Bid Price | 0.74 CHF |
| Last Best Ask Price | 0.75 CHF |
| Last Best Bid Volume | 40,000 |
| Last Best Ask Volume | 40,000 |
| Average Buy Volume | 39,997 |
| Average Sell Volume | 39,997 |
| Average Buy Value | 31,015 CHF |
| Average Sell Value | 31,415 CHF |
| Spreads Availability Ratio | 99.43% |
| Quote Availability | 99.43% |
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