Call-Warrant

Symbol: WUSA7V
Underlyings: Devisen USD/JPY
ISIN: CH1312963478
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 0.110
Diff. absolute / % 0.00 +1.82%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1312963478
Valor 131296347
Symbol WUSA7V
Strike 160.00 JPY
Type Warrants
Type Bull
Ratio 0.10
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 04/01/2024
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 Devisen USD/JPY
ISIN XC0009659910
Price 158.5295
Date 16/07/24 18:57
Ratio 0.10

Key data

Implied volatility 0.02%
Leverage 4,657.48
Delta 0.34
Gamma 0.04
Vega 0.38
Distance to Strike 1.44
Distance to Strike in % 0.91%

market maker quality Date: 15/07/2024

Average Spread 9.32%
Last Best Bid Price 0.10 CHF
Last Best Ask Price 0.11 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 600,000
Average Buy Volume 600,000
Average Sell Volume 600,000
Average Buy Value 61,368 CHF
Average Sell Value 67,368 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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