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Call-Warrant
Symbol:
WPYATV
ISIN:
CH1312982346
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
11:45:00 |
|
0.700
|
0.710
|
CHF |
| Volume |
40,000
|
40,000
|
||
Performance
| Closing prev. day | 0.710 | ||||
| Diff. absolute / % | -0.01 | -1.41% | |||
Determined prices
| Last Price | 0.580 | Volume | 300 | |
| Time | 13:43:37 | Date | 30/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1312982346 |
| Valor | 131298234 |
| Symbol | WPYATV |
| Strike | 76.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/01/2024 |
| Date of maturity | 27/06/2025 |
| Last trading day | 20/06/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | PayPal Holdings Inc. |
| ISIN | US70450Y1038 |
| Price |
81.27 EUR
|
| Date | 22/11/24 13:03 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.44 |
| Time value | 0.26 |
| Implied volatility | 0.31% |
| Leverage | 4.58 |
| Delta | 0.76 |
| Gamma | 0.02 |
| Vega | 0.20 |
| Distance to Strike | -8.87 |
| Distance to Strike in % | -10.45% |
market maker quality Date: 20/11/2024
| Average Spread | 1.47% |
| Last Best Bid Price | 0.70 CHF |
| Last Best Ask Price | 0.71 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 68,116 |
| Average Sell Volume | 68,116 |
| Average Buy Value | 47,422 CHF |
| Average Sell Value | 48,104 CHF |
| Spreads Availability Ratio | 99.32% |
| Quote Availability | 99.32% |
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