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Put-Warrant
Symbol:
WCOAIV
ISIN:
CH1337831262
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
11:21:00 |
|
0.550
|
0.560
|
CHF |
| Volume |
270,000
|
270,000
|
||
Performance
| Closing prev. day | 0.475 | ||||
| Diff. absolute / % | 0.06 | +11.58% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1337831262 |
| Valor | 133783126 |
| Symbol | WCOAIV |
| Strike | 90.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 09/04/2024 |
| Date of maturity | 05/08/2024 |
| Last trading day | 26/07/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | ICE Brent Crude Oil Front Month Future |
| Price |
84.1562 USD
|
| Date | 16/07/24 11:36 |
| Ratio | 10.00 |
Key data
| Intrinsic value | 0.52 |
| Time value | 0.03 |
| Implied volatility | 0.39% |
| Leverage | 15.29 |
| Delta | -0.99 |
| Gamma | 0.01 |
| Vega | 0.00 |
| Distance to Strike | -5.15 |
| Distance to Strike in % | -6.07% |
market maker quality Date: 15/07/2024
| Average Spread | 2.06% |
| Last Best Bid Price | 0.48 CHF |
| Last Best Ask Price | 0.49 CHF |
| Last Best Bid Volume | 270,000 |
| Last Best Ask Volume | 270,000 |
| Average Buy Volume | 270,000 |
| Average Sell Volume | 270,000 |
| Average Buy Value | 130,030 CHF |
| Average Sell Value | 132,730 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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