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Call-Warrant
Symbol:
WPYAVV
ISIN:
CH1274772537
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
13:18:00 |
|
0.275
|
0.285
|
CHF |
| Volume |
40,000
|
40,000
|
||
Performance
| Closing prev. day | 0.285 | ||||
| Diff. absolute / % | -0.02 | -5.26% | |||
Determined prices
| Last Price | 0.182 | Volume | 10,000 | |
| Time | 10:58:10 | Date | 30/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1274772537 |
| Valor | 127477253 |
| Symbol | WPYAVV |
| Strike | 80.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/07/2023 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | PayPal Holdings Inc. |
| ISIN | US70450Y1038 |
| Price |
81.36 EUR
|
| Date | 22/11/24 13:36 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.24 |
| Time value | 0.03 |
| Implied volatility | 0.24% |
| Leverage | 11.95 |
| Delta | 0.77 |
| Gamma | 0.04 |
| Vega | 0.07 |
| Distance to Strike | -4.87 |
| Distance to Strike in % | -5.74% |
market maker quality Date: 20/11/2024
| Average Spread | 3.75% |
| Last Best Bid Price | 0.28 CHF |
| Last Best Ask Price | 0.28 CHF |
| Last Best Bid Volume | 140,000 |
| Last Best Ask Volume | 140,000 |
| Average Buy Volume | 66,433 |
| Average Sell Volume | 66,433 |
| Average Buy Value | 18,076 CHF |
| Average Sell Value | 18,742 CHF |
| Spreads Availability Ratio | 99.41% |
| Quote Availability | 99.41% |
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