Call-Warrant

Symbol: WUSA9V
Underlyings: Devisen USD/JPY
ISIN: CH1312963494
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 0.640
Diff. absolute / % 0.03 +4.69%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1312963494
Valor 131296349
Symbol WUSA9V
Strike 144.00 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 158.544
Date 16/07/24 18:38
Ratio 0.10

Key data

Leverage 2,193.98
Delta 0.94
Gamma 0.01
Vega 0.12
Distance to Strike -14.68
Distance to Strike in % -9.25%

market maker quality Date: 15/07/2024

Average Spread 1.55%
Last Best Bid Price 0.64 CHF
Last Best Ask Price 0.65 CHF
Last Best Bid Volume 350,000
Last Best Ask Volume 350,000
Average Buy Volume 350,000
Average Sell Volume 350,000
Average Buy Value 224,345 CHF
Average Sell Value 227,845 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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