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Call-Warrant
Symbol:
WBAE2V
ISIN:
CH1301980038
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 | 0.610 | ||||
| Diff. absolute / % | 0.19 | +43.53% | |||
Determined prices
| Last Price | 0.630 | Volume | 50,000 | |
| Time | 13:08:38 | Date | 18/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1301980038 |
| Valor | 130198003 |
| Symbol | WBAE2V |
| Strike | 50.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/11/2023 |
| 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 |
Key data
| Intrinsic value | 0.63 |
| Time value | 0.04 |
| Implied volatility | 0.44% |
| Leverage | 8.15 |
| Delta | 0.97 |
| Gamma | 0.04 |
| Vega | 0.01 |
| Distance to Strike | -6.34 |
| Distance to Strike in % | -11.25% |
market maker quality Date: 20/11/2024
| Average Spread | 2.16% |
| Last Best Bid Price | 0.43 CHF |
| Last Best Ask Price | 0.44 CHF |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 52,219 |
| Average Sell Volume | 52,219 |
| Average Buy Value | 23,909 CHF |
| Average Sell Value | 24,431 CHF |
| Spreads Availability Ratio | 99.44% |
| Quote Availability | 99.44% |
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