Call-Warrant

Symbol: WGIBEV
Underlyings: Givaudan
ISIN: CH1312947240
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 0.118
Diff. absolute / % 0.03 +34.09%

Determined prices

Last Price 1.160 Volume 20,000
Time 10:38:23 Date 10/09/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1312947240
Valor 131294724
Symbol WGIBEV
Strike 4,000.00 CHF
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/12/2023
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 Givaudan
ISIN CH0010645932
Price 3,933.00 CHF
Date 22/11/24 17:30
Ratio 500.00

Key data

Implied volatility 0.21%
Leverage 26.62
Delta 0.43
Gamma 0.00
Vega 4.30
Distance to Strike 43.00
Distance to Strike in % 1.09%

market maker quality Date: 20/11/2024

Average Spread 17.85%
Last Best Bid Price 0.08 CHF
Last Best Ask Price 0.10 CHF
Last Best Bid Volume 80,000
Last Best Ask Volume 80,000
Average Buy Volume 80,000
Average Sell Volume 80,000
Average Buy Value 6,569 CHF
Average Sell Value 7,849 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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