Call-Warrant

Symbol: WSCABV
Underlyings: Swisscom N
ISIN: CH1312988806
Issuer:
Bank Vontobel
Trade

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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 0.315
Diff. absolute / % -0.02 -4.55%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1312988806
Valor 131298880
Symbol WSCABV
Strike 520.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 10/01/2024
Date of maturity 27/06/2025
Last trading day 20/06/2025
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Swisscom N
ISIN CH0008742519
Price 509.50 CHF
Date 22/11/24 17:30
Ratio 50.00

Key data

Implied volatility 0.17%
Leverage 13.95
Delta 0.43
Gamma 0.00
Vega 1.48
Distance to Strike 12.00
Distance to Strike in % 2.36%

market maker quality Date: 20/11/2024

Average Spread 4.43%
Last Best Bid Price 0.32 CHF
Last Best Ask Price 0.33 CHF
Last Best Bid Volume 120,000
Last Best Ask Volume 120,000
Average Buy Volume 120,000
Average Sell Volume 120,000
Average Buy Value 39,748 CHF
Average Sell Value 41,548 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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