Call-Warrant

Symbol: WGEAHV
Underlyings: Geberit AG
ISIN: CH1274765705
Issuer:
Bank Vontobel
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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 0.570
Diff. absolute / % 0.04 +7.02%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274765705
Valor 127476570
Symbol WGEAHV
Strike 560.00 CHF
Type Warrants
Type Bull
Ratio 50.00
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 Geberit AG
ISIN CH0030170408
Price 558.60 CHF
Date 16/07/24 17:14
Ratio 50.00

Key data

Implied volatility 0.23%
Leverage 9.06
Delta 0.45
Gamma 0.01
Vega 1.42
Distance to Strike 7.40
Distance to Strike in % 1.34%

market maker quality Date: 15/07/2024

Average Spread 5.01%
Last Best Bid Price 0.54 CHF
Last Best Ask Price 0.57 CHF
Last Best Bid Volume 80,000
Last Best Ask Volume 80,000
Average Buy Volume 79,674
Average Sell Volume 79,674
Average Buy Value 46,585 CHF
Average Sell Value 48,975 CHF
Spreads Availability Ratio 99.99%
Quote Availability 99.99%

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