Call-Warrant

Symbol: WSTAXV
Underlyings: Straumann Hldg. AG
ISIN: CH1274841373
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 / % 0.00 0.00%

Determined prices

Last Price 0.108 Volume 10,000
Time 10:34:15 Date 23/10/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274841373
Valor 127484137
Symbol WSTAXV
Strike 130.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 23/08/2023
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 Straumann Hldg. AG
ISIN CH1175448666
Price 111.50 CHF
Date 22/11/24 17:30
Ratio 50.00

Key data

Implied volatility 0.49%
Delta 0.09
Gamma 0.01
Vega 0.05
Distance to Strike 18.70
Distance to Strike in % 16.80%

market maker quality Date: 20/11/2024

Average Spread 151.87%
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 270,000
Average Sell Volume 270,000
Average Buy Value 750 CHF
Average Sell Value 5,400 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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