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Call-Warrant
Symbol:
WNEDLV
ISIN:
CH1363290011
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.345 | ||||
| Diff. absolute / % | 0.02 | +4.55% | |||
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 |
72.855 EUR
|
| Date | 22/11/24 21:56 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.05 |
| Time value | 0.30 |
| Implied volatility | 0.25% |
| Leverage | 6.69 |
| Delta | 0.61 |
| Gamma | 0.02 |
| Vega | 0.22 |
| Distance to Strike | -1.08 |
| Distance to Strike in % | -1.40% |
market maker quality Date: 20/11/2024
| Average Spread | 2.96% |
| Last Best Bid Price | 0.33 CHF |
| Last Best Ask Price | 0.34 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 46,738 |
| Average Sell Volume | 46,738 |
| Average Buy Value | 15,968 CHF |
| Average Sell Value | 16,437 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |
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