Call-Warrant

Symbol: WVAAOV
Underlyings: VAT Group
ISIN: CH1274765820
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 0.020
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274765820
Valor 127476582
Symbol WVAAOV
Strike 400.00 CHF
Type Warrants
Type Bull
Ratio 100.00
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 VAT Group
ISIN CH0311864901
Price 343.7000 CHF
Date 22/11/24 17:30
Ratio 100.00

Key data

Implied volatility 0.42%
Leverage 5.06
Delta 0.01
Gamma 0.00
Vega 0.04
Distance to Strike 55.10
Distance to Strike in % 15.98%

market maker quality Date: 20/11/2024

Average Spread 79.69%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 180,000
Last Best Ask Volume 180,000
Average Buy Volume 180,000
Average Sell Volume 180,000
Average Buy Value 1,568 CHF
Average Sell Value 3,623 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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