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Call-Warrant
Symbol:
WNEAEV
ISIN:
CH1312981900
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:36:00 |
|
0.740
|
0.750
|
CHF |
| Volume |
50,000
|
50,000
|
||
Performance
| Closing prev. day | 0.780 | ||||
| Diff. absolute / % | -0.04 | -5.13% | |||
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 | CH1312981900 |
| Valor | 131298190 |
| Symbol | WNEAEV |
| Strike | 68.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/01/2024 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | NextEra Energy Inc. |
| ISIN | US65339F1012 |
| Price |
65.71 EUR
|
| Date | 16/07/24 16:52 |
| Ratio | 10.00 |
Key data
| Intrinsic value | 0.30 |
| Time value | 0.43 |
| Implied volatility | 0.27% |
| Leverage | 6.36 |
| Delta | 0.65 |
| Gamma | 0.02 |
| Vega | 0.17 |
| Distance to Strike | -3.00 |
| Distance to Strike in % | -4.23% |
market maker quality Date: 15/07/2024
| Average Spread | 5.86% |
| Last Best Bid Price | 0.77 CHF |
| Last Best Ask Price | 0.78 CHF |
| Last Best Bid Volume | 40,000 |
| Last Best Ask Volume | 40,000 |
| Average Buy Volume | 14,688 |
| Average Sell Volume | 14,688 |
| Average Buy Value | 12,173 CHF |
| Average Sell Value | 12,505 CHF |
| Spreads Availability Ratio | 99.57% |
| Quote Availability | 99.57% |
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