Call-Warrant

Symbol: WSICBV
Underlyings: Sika AG
ISIN: CH1274766745
Issuer:
Bank Vontobel
Trade

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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 0.062 Volume 2,700
Time 12:53:05 Date 24/10/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274766745
Valor 127476674
Symbol WSICBV
Strike 260.00 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 Sika AG
ISIN CH0418792922
Price 230.90 CHF
Date 22/11/24 17:18
Ratio 100.00

Key data

Implied volatility 0.40%
Leverage 33.24
Delta 0.03
Gamma 0.00
Vega 0.04
Distance to Strike 28.60
Distance to Strike in % 12.36%

market maker quality Date: 20/11/2024

Average Spread 132.30%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 270,000
Last Best Ask Volume 270,000
Average Buy Volume 261,381
Average Sell Volume 261,381
Average Buy Value 1,068 CHF
Average Sell Value 5,228 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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