Call-Warrant

Symbol: WSTA9V
Underlyings: Straumann Hldg. AG
ISIN: CH1290618086
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 0.022
Diff. absolute / % -0.01 -26.67%

Determined prices

Last Price 0.096 Volume 20,000
Time 11:26:50 Date 06/11/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1290618086
Valor 129061808
Symbol WSTA9V
Strike 120.00 CHF
Type Warrants
Type Bull
Ratio 40.00
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 Straumann Hldg. AG
ISIN CH1175448666
Price 111.50 CHF
Date 22/11/24 17:30
Ratio 40.00

Key data

Implied volatility 0.31%
Leverage 45.61
Delta 0.26
Gamma 0.03
Vega 0.10
Distance to Strike 8.70
Distance to Strike in % 7.82%

market maker quality Date: 20/11/2024

Average Spread 34.16%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 220,000
Last Best Ask Volume 220,000
Average Buy Volume 220,000
Average Sell Volume 220,000
Average Buy Value 5,408 CHF
Average Sell Value 7,608 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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