Call-Warrant

Symbol: WBAA0V
Underlyings: Julius Baer Group
ISIN: CH1274766018
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 0.020
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274766018
Valor 127476601
Symbol WBAA0V
Strike 68.00 CHF
Type Warrants
Type Bull
Ratio 10.00
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 Julius Baer Group
ISIN CH0102484968
Price 56.3000 CHF
Date 22/11/24 17:30
Ratio 10.00

Key data

Implied volatility 0.45%
Leverage 17.56
Delta 0.01
Gamma 0.00
Vega 0.00
Distance to Strike 11.66
Distance to Strike in % 20.70%

market maker quality Date: 20/11/2024

Average Spread 163.64%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 80,000
Last Best Ask Volume 80,000
Average Buy Volume 80,000
Average Sell Volume 80,000
Average Buy Value 160 CHF
Average Sell Value 1,600 CHF
Spreads Availability Ratio 99.42%
Quote Availability 99.42%

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