Call-Warrant

Symbol: WTEBNV
Underlyings: Temenos AG
ISIN: CH1290602403
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 - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1290602403
Valor 129060240
Symbol WTEBNV
Strike 64.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 13/09/2023
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 Temenos AG
ISIN CH0012453913
Price 57.70 CHF
Date 22/11/24 17:30
Ratio 40.00

Key data

Implied volatility 0.43%
Leverage 27.20
Delta 0.08
Gamma 0.04
Vega 0.02
Distance to Strike 6.05
Distance to Strike in % 10.44%

market maker quality Date: 20/11/2024

Average Spread 53.99%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 140,000
Last Best Ask Volume 140,000
Average Buy Volume 140,000
Average Sell Volume 140,000
Average Buy Value 1,910 CHF
Average Sell Value 3,310 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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