Login
Put-Warrant
Symbol:
WEUAZV
ISIN:
CH1337831718
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
11:03:00 |
|
0.200
|
0.210
|
CHF |
| Volume |
760,000
|
760,000
|
||
Performance
| Closing prev. day | 0.124 | ||||
| Diff. absolute / % | 0.03 | +24.19% | |||
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 | CH1337831718 |
| Valor | 133783171 |
| Symbol | WEUAZV |
| Strike | 1.06 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
| Intrinsic value | 0.13 |
| Time value | 0.02 |
| Implied volatility | 0.09% |
| Leverage | 45.31 |
| Delta | -0.62 |
| Gamma | 14.12 |
| Vega | 0.00 |
| Distance to Strike | -0.01 |
| Distance to Strike in % | -1.22% |
market maker quality Date: 20/11/2024
| Average Spread | 9.33% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 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 | 102,586 CHF |
| Average Sell Value | 112,586 CHF |
| Spreads Availability Ratio | 99.42% |
| Quote Availability | 99.42% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)