Login
Call-Warrant
Symbol:
WUCAAV
ISIN:
CH1312981959
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 | 2.310 | ||||
| Diff. absolute / % | 0.04 | +1.73% | |||
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 | CH1312981959 |
| Valor | 131298195 |
| Symbol | WUCAAV |
| Strike | 26.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| 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 | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | UniCredit S.p.A. |
| ISIN | IT0005239360 |
| Price |
37.5325 EUR
|
| Date | 16/07/24 20:01 |
| Ratio | 5.00 |
Key data
| Intrinsic value | 2.23 |
| Time value | 0.13 |
| Implied volatility | 0.51% |
| Leverage | 3.08 |
| Delta | 0.98 |
| Gamma | 0.01 |
| Vega | 0.01 |
| Distance to Strike | -11.14 |
| Distance to Strike in % | -29.99% |
market maker quality Date: 15/07/2024
| Average Spread | 0.45% |
| Last Best Bid Price | 2.31 CHF |
| Last Best Ask Price | 2.32 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 49,000 |
| Average Sell Volume | 49,000 |
| Average Buy Value | 111,976 CHF |
| Average Sell Value | 112,467 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)