Call-Warrant

Symbol: WOEAMV
Underlyings: OC Oerlikon N
ISIN: CH1290617906
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 CH1290617906
Valor 129061790
Symbol WOEAMV
Strike 4.00 CHF
Type Warrants
Type Bull
Ratio 2.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 27/09/2023
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 OC Oerlikon N
ISIN CH0000816824
Price 3.696 CHF
Date 22/11/24 17:19
Ratio 2.00

Key data

Implied volatility 0.42%
Leverage 18.70
Delta 0.20
Gamma 0.79
Vega 0.00
Distance to Strike 0.30
Distance to Strike in % 8.23%

market maker quality Date: 20/11/2024

Average Spread 42.05%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 110,000
Last Best Ask Volume 110,000
Average Buy Volume 110,331
Average Sell Volume 110,331
Average Buy Value 2,104 CHF
Average Sell Value 3,208 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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