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Call-Warrant
Symbol:
WALABV
ISIN:
CH1274765903
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 | 0.400 | ||||
| Diff. absolute / % | -0.02 | -5.00% | |||
Determined prices
| Last Price | 0.510 | Volume | 100,000 | |
| Time | 13:50:47 | Date | 22/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1274765903 |
| Valor | 127476590 |
| Symbol | WALABV |
| Strike | 76.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| 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 |
Key data
| Intrinsic value | 0.21 |
| Time value | 0.16 |
| Implied volatility | 0.25% |
| Leverage | 7.90 |
| Delta | 0.73 |
| Gamma | 0.04 |
| Vega | 0.17 |
| Distance to Strike | -4.16 |
| Distance to Strike in % | -5.19% |
market maker quality Date: 15/07/2024
| Average Spread | 2.40% |
| Last Best Bid Price | 0.39 CHF |
| Last Best Ask Price | 0.40 CHF |
| Last Best Bid Volume | 130,000 |
| Last Best Ask Volume | 130,000 |
| Average Buy Volume | 130,000 |
| Average Sell Volume | 130,000 |
| Average Buy Value | 53,658 CHF |
| Average Sell Value | 54,958 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |
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