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Call-Warrant
Symbol:
WNEDLV
ISIN:
CH1363290011
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:11:00 |
|
0.305
|
0.315
|
CHF |
| Volume |
130,000
|
130,000
|
||
Performance
| Closing prev. day | 0.325 | ||||
| Diff. absolute / % | -0.02 | -4.62% | |||
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 | CH1363290011 |
| Valor | 136329001 |
| Symbol | WNEDLV |
| Strike | 76.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/07/2024 |
| Date of maturity | 27/06/2025 |
| Last trading day | 20/06/2025 |
| 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 |
65.865 EUR
|
| Date | 16/07/24 16:25 |
| Ratio | 20.00 |
Key data
| Implied volatility | 0.27% |
| Leverage | 6.37 |
| Delta | 0.54 |
| Gamma | 0.02 |
| Vega | 0.27 |
| Distance to Strike | 5.00 |
| Distance to Strike in % | 7.04% |
market maker quality Date: 15/07/2024
| Average Spread | 9.07% |
| Last Best Bid Price | 0.32 CHF |
| Last Best Ask Price | 0.33 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 35,721 |
| Average Sell Volume | 35,721 |
| Average Buy Value | 11,997 CHF |
| Average Sell Value | 12,484 CHF |
| Spreads Availability Ratio | 99.74% |
| Quote Availability | 99.74% |
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