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Put-Warrant
Symbol:
WEUAYV
ISIN:
CH1337831676
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
11:25:00 |
|
0.036
|
0.046
|
CHF |
| Volume |
1.00 m.
|
1.00 m.
|
||
Performance
| Closing prev. day | 0.020 | ||||
| Diff. absolute / % | 0.00 | +20.00% | |||
Determined prices
| Last Price | 0.020 | Volume | 2,500 | |
| Time | 14:41:11 | Date | 13/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1337831676 |
| Valor | 133783167 |
| Symbol | WEUAYV |
| Strike | 1.02 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 09/04/2024 |
| 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 |
Key data
| Implied volatility | 0.11% |
| Leverage | 66.48 |
| Delta | -0.14 |
| Gamma | 8.30 |
| Vega | 0.00 |
| Distance to Strike | 0.03 |
| Distance to Strike in % | 2.60% |
market maker quality Date: 20/11/2024
| Average Spread | 72.59% |
| Last Best Bid Price | 0.01 CHF |
| Last Best Ask Price | 0.02 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 1,000,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 1,000,000 |
| Average Buy Value | 9,598 CHF |
| Average Sell Value | 20,369 CHF |
| Spreads Availability Ratio | 99.42% |
| Quote Availability | 99.42% |
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