Call-Warrant

Symbol: WSLAHV
Underlyings: Swiss Life Hldg. N
ISIN: CH1274765986
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 2.090
Diff. absolute / % 0.06 +2.96%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274765986
Valor 127476598
Symbol WSLAHV
Strike 520.00 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 Swiss Life Hldg. N
ISIN CH0014852781
Price 732.8000 CHF
Date 22/11/24 17:19
Ratio 100.00

Key data

Intrinsic value 2.12
Time value 0.02
Implied volatility 0.83%
Leverage 3.42
Delta 1.00
Distance to Strike -212.20
Distance to Strike in % -28.98%

market maker quality Date: 20/11/2024

Average Spread 0.48%
Last Best Bid Price 2.03 CHF
Last Best Ask Price 2.04 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 50,000
Average Sell Volume 50,000
Average Buy Value 103,310 CHF
Average Sell Value 103,810 CHF
Spreads Availability Ratio 94.13%
Quote Availability 94.13%

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