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Call-Warrant
Symbol:
WBAA4V
ISIN:
CH1274766042
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 | 0.078 | ||||
| Diff. absolute / % | 0.03 | +50.00% | |||
Determined prices
| Last Price | 0.086 | Volume | 35,000 | |
| Time | 10:53:24 | Date | 17/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1274766042 |
| Valor | 127476604 |
| Symbol | WBAA4V |
| Strike | 56.00 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 | 0.02 |
| Time value | 0.08 |
| Implied volatility | 0.33% |
| Leverage | 15.63 |
| Delta | 0.53 |
| Gamma | 0.09 |
| Vega | 0.06 |
| Distance to Strike | -0.34 |
| Distance to Strike in % | -0.60% |
market maker quality Date: 20/11/2024
| Average Spread | 15.94% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 160,000 |
| Last Best Ask Volume | 160,000 |
| Average Buy Volume | 152,218 |
| Average Sell Volume | 152,218 |
| Average Buy Value | 8,832 CHF |
| Average Sell Value | 10,354 CHF |
| Spreads Availability Ratio | 99.43% |
| Quote Availability | 99.43% |
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