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Call-Warrant
Symbol:
WCLAHV
ISIN:
CH1274766547
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:07:00 |
|
0.460
|
0.470
|
CHF |
| Volume |
180,000
|
180,000
|
||
Performance
| Closing prev. day | 0.470 | ||||
| Diff. absolute / % | -0.03 | -5.32% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1274766547 |
| Valor | 127476654 |
| Symbol | WCLAHV |
| Strike | 13.00 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 | 0.33 |
| Time value | 0.11 |
| Implied volatility | 0.31% |
| Leverage | 6.46 |
| Delta | 0.79 |
| Gamma | 0.18 |
| Vega | 0.03 |
| Distance to Strike | -1.29 |
| Distance to Strike in % | -9.03% |
market maker quality Date: 15/07/2024
| Average Spread | 2.04% |
| Last Best Bid Price | 0.46 CHF |
| Last Best Ask Price | 0.47 CHF |
| Last Best Bid Volume | 170,000 |
| Last Best Ask Volume | 170,000 |
| Average Buy Volume | 170,000 |
| Average Sell Volume | 170,000 |
| Average Buy Value | 82,774 CHF |
| Average Sell Value | 84,474 CHF |
| Spreads Availability Ratio | 99.58% |
| Quote Availability | 99.58% |
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