Call-Warrant

Symbol: WBADOV
Underlyings: Julius Baer Group
ISIN: CH1274800411
Issuer:
Bank Vontobel
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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 / % -0.01 -70.00%

Determined prices

Last Price 0.024 Volume 10,000
Time 16:58:04 Date 23/04/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274800411
Valor 127480041
Symbol WBADOV
Strike 72.00 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 26/07/2023
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 Julius Baer Group
ISIN CH0102484968
Price 52.0400 CHF
Date 16/07/24 17:30
Ratio 10.00

Key data

Implied volatility 0.30%
Leverage 4.33
Delta 0.00
Gamma 0.00
Vega 0.00
Distance to Strike 19.98
Distance to Strike in % 38.41%

market maker quality Date: 15/07/2024

Average Spread 98.14%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 80,000
Last Best Ask Volume 80,000
Average Buy Volume 80,000
Average Sell Volume 80,000
Average Buy Value 550 CHF
Average Sell Value 1,600 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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