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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 | 0.088 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.144 | Volume | 65,000 | |
| Time | 17:08:42 | Date | 13/11/2024 |
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 | 0.04 |
| Time value | 0.07 |
| Implied volatility | 0.23% |
| Leverage | 20.32 |
| Delta | 0.57 |
| Gamma | 0.07 |
| Vega | 0.08 |
| Distance to Strike | -0.78 |
| Distance to Strike in % | -1.02% |
market maker quality Date: 20/11/2024
| Average Spread | 11.58% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 220,000 |
| Last Best Ask Volume | 220,000 |
| Average Buy Volume | 220,000 |
| Average Sell Volume | 220,000 |
| Average Buy Value | 17,932 CHF |
| Average Sell Value | 20,132 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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