Put-Warrant

Symbol: WSCALV
Underlyings: Swisscom N
ISIN: CH1312988848
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 0.058
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1312988848
Valor 131298884
Symbol WSCALV
Strike 480.00 CHF
Type Warrants
Type Bear
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 10/01/2024
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 Swisscom N
ISIN CH0008742519
Price 509.50 CHF
Date 22/11/24 17:30
Ratio 50.00

Key data

Implied volatility 0.21%
Leverage 41.21
Delta -0.18
Gamma 0.01
Vega 0.37
Distance to Strike 28.00
Distance to Strike in % 5.51%

market maker quality Date: 20/11/2024

Average Spread 21.23%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.07 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 6,076 CHF
Average Sell Value 7,516 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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