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Call-Warrant
Symbol:
WCLAZV
ISIN:
CH1274766513
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:11:00 |
|
0.280
|
0.290
|
CHF |
| Volume |
220,000
|
220,000
|
||
Performance
| Closing prev. day | 0.295 | ||||
| Diff. absolute / % | -0.02 | -5.08% | |||
Determined prices
| Last Price | 0.192 | Volume | 50,000 | |
| Time | 09:15:29 | Date | 30/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1274766513 |
| Valor | 127476651 |
| Symbol | WCLAZV |
| Strike | 14.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| 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 | 0.08 |
| Time value | 0.19 |
| Implied volatility | 0.27% |
| Leverage | 7.59 |
| Delta | 0.57 |
| Gamma | 0.23 |
| Vega | 0.04 |
| Distance to Strike | -0.29 |
| Distance to Strike in % | -2.03% |
market maker quality Date: 15/07/2024
| Average Spread | 3.21% |
| Last Best Bid Price | 0.28 CHF |
| Last Best Ask Price | 0.30 CHF |
| Last Best Bid Volume | 210,000 |
| Last Best Ask Volume | 210,000 |
| Average Buy Volume | 203,231 |
| Average Sell Volume | 203,231 |
| Average Buy Value | 62,440 CHF |
| Average Sell Value | 64,473 CHF |
| Spreads Availability Ratio | 99.99% |
| Quote Availability | 99.99% |
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