Call-Warrant

Symbol: WCLBMV
Underlyings: Clariant AG
ISIN: CH1290593693
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16.07.24
16:10:00
0.032
0.042
CHF
Volume
280,000
280,000

Performance

Closing prev. day 0.044
Diff. absolute / % -0.01 -27.27%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1290593693
Valor 129059369
Symbol WCLBMV
Strike 17.00 CHF
Type Warrants
Type Bull
Ratio 4.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 06/09/2023
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 Clariant AG
ISIN CH0012142631
Price 14.39 CHF
Date 16/07/24 16:27
Ratio 4.00

Key data

Implied volatility 0.24%
Leverage 9.07
Delta 0.08
Gamma 0.09
Vega 0.01
Distance to Strike 2.68
Distance to Strike in % 18.72%

market maker quality Date: 15/07/2024

Average Spread 21.78%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.04 CHF
Last Best Bid Volume 280,000
Last Best Ask Volume 280,000
Average Buy Volume 279,730
Average Sell Volume 279,730
Average Buy Value 11,611 CHF
Average Sell Value 14,409 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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