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Call-Warrant
Symbol:
WBAEFV
ISIN:
CH1301976788
Issuer:
Bank Vontobel
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 | 0.224 | ||||
| Diff. absolute / % | -0.01 | -4.46% | |||
Determined prices
| Last Price | 0.350 | Volume | 25,000 | |
| Time | 16:24:06 | Date | 13/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1301976788 |
| Valor | 130197678 |
| Symbol | WBAEFV |
| Strike | 75.350 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 39.68 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/11/2023 |
| 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 | Alibaba Group Hldg. |
| ISIN | US01609W1027 |
| Price |
72.05 EUR
|
| Date | 16/07/24 19:47 |
| Ratio | 39.6825 |
Key data
| Intrinsic value | 0.07 |
| Time value | 0.14 |
| Implied volatility | 0.32% |
| Leverage | 6.14 |
| Delta | 0.67 |
| Gamma | 0.03 |
| Vega | 0.18 |
| Distance to Strike | -2.83 |
| Distance to Strike in % | -3.62% |
market maker quality Date: 15/07/2024
| Average Spread | 4.74% |
| Last Best Bid Price | 0.21 CHF |
| Last Best Ask Price | 0.22 CHF |
| Last Best Bid Volume | 630,000 |
| Last Best Ask Volume | 630,000 |
| Average Buy Volume | 281,616 |
| Average Sell Volume | 281,616 |
| Average Buy Value | 59,987 CHF |
| Average Sell Value | 62,817 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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