Call-Warrant

Symbol: WTEAZV
Underlyings: Temenos AG
ISIN: CH1274765614
Issuer:
Bank Vontobel
Trade

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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 0.056
Diff. absolute / % 0.00 +3.57%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274765614
Valor 127476561
Symbol WTEAZV
Strike 84.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 05/07/2023
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

Underlyings

Name Temenos AG
ISIN CH0012453913
Price 65.75 CHF
Date 16/07/24 17:02
Ratio 40.00

Key data

Implied volatility 0.46%
Leverage 0.12
Delta 0.00
Gamma 0.00
Vega 0.01
Distance to Strike 18.15
Distance to Strike in % 27.56%

market maker quality Date: 15/07/2024

Average Spread 16.05%
Last Best Bid Price 0.06 CHF
Last Best Ask Price 0.07 CHF
Last Best Bid Volume 130,000
Last Best Ask Volume 26,000
Average Buy Volume 130,000
Average Sell Volume 26,000
Average Buy Value 7,454 CHF
Average Sell Value 1,751 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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