Call-Warrant

Symbol: WBAFWV
Underlyings: Baloise N
ISIN: CH1325132061
Issuer:
Bank Vontobel

Chart

    
Bid 0.890
    
Ask 0.910
Created with Highcharts 8.0.009:2009:3009:4009:5010:0010:1010:2010:3010:4010:5011:0011:1011:200.80.8250.850.8750.90.925

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
02.05.25
11:23:00
0.890
0.910
CHF
Volume
20,000
20,000

Performance

Closing prev. day 0.750
Diff. absolute / % 0.12 +16.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1325132061
Valor 132513206
Symbol WBAFWV
Strike 170.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 13/03/2024
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 Baloise N
ISIN CH0012410517
Price 186.2000 CHF
Date 02/05/25 11:23
Ratio 20.00

Key data

Implied volatility 0.16%
Leverage 6.47
Delta 0.81
Gamma 0.01
Vega 0.19
Distance to Strike -25.10
Distance to Strike in % -12.87%

market maker quality Date: 30/04/2025

Average Spread 2.67%
Last Best Bid Price 0.75 CHF
Last Best Ask Price 0.77 CHF
Last Best Bid Volume 20,000
Last Best Ask Volume 20,000
Average Buy Volume 20,000
Average Sell Volume 20,000
Average Buy Value 14,808 CHF
Average Sell Value 15,208 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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