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Call-Warrant
Symbol:
WBAGDV
ISIN:
CH1302002907
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 | 0.132 | ||||
| Diff. absolute / % | -0.01 | -9.59% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1302002907 |
| Valor | 130200290 |
| Symbol | WBAGDV |
| Strike | 40.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/12/2023 |
| 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 | BASF SE |
| ISIN | DE000BASF111 |
| Price |
42.5225 EUR
|
| Date | 22/11/24 21:14 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.12 |
| Time value | 0.02 |
| Implied volatility | 0.35% |
| Leverage | 11.38 |
| Delta | 0.74 |
| Gamma | 0.09 |
| Vega | 0.04 |
| Distance to Strike | -2.40 |
| Distance to Strike in % | -5.65% |
market maker quality Date: 20/11/2024
| Average Spread | 6.65% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 320,000 |
| Last Best Ask Volume | 320,000 |
| Average Buy Volume | 309,917 |
| Average Sell Volume | 309,917 |
| Average Buy Value | 45,963 CHF |
| Average Sell Value | 49,065 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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