Login
Call-Warrant
Symbol:
WNEBAV
ISIN:
CH1349579735
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:31:00 |
|
0.114
|
0.124
|
CHF |
| Volume |
70,000
|
70,000
|
||
Performance
| Closing prev. day | 0.136 | ||||
| Diff. absolute / % | -0.02 | -16.18% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1349579735 |
| Valor | 134957973 |
| Symbol | WNEBAV |
| Strike | 88.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/06/2024 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | NextEra Energy Inc. |
| ISIN | US65339F1012 |
| Price |
65.62 EUR
|
| Date | 16/07/24 16:45 |
| Ratio | 10.00 |
Key data
| Implied volatility | 0.31% |
| Leverage | 14.24 |
| Delta | 0.23 |
| Gamma | 0.02 |
| Vega | 0.14 |
| Distance to Strike | 17.00 |
| Distance to Strike in % | 23.94% |
market maker quality Date: 15/07/2024
| Average Spread | 18.14% |
| Last Best Bid Price | 0.13 CHF |
| Last Best Ask Price | 0.14 CHF |
| Last Best Bid Volume | 70,000 |
| Last Best Ask Volume | 70,000 |
| Average Buy Volume | 25,066 |
| Average Sell Volume | 25,066 |
| Average Buy Value | 3,477 CHF |
| Average Sell Value | 3,777 CHF |
| Spreads Availability Ratio | 99.74% |
| Quote Availability | 99.74% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)