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Call-Warrant
Symbol:
WRIANV
ISIN:
CH1386994268
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 | 0.375 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1386994268 |
| Valor | 138699426 |
| Symbol | WRIANV |
| Strike | 44.00 GBP |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/10/2024 |
| Date of maturity | 28/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Rio Tinto Plc. |
| ISIN | GB0007188757 |
| Price |
60.02 EUR
|
| Date | 22/11/24 22:58 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.26 |
| Time value | 0.12 |
| Implied volatility | 0.48% |
| Leverage | 5.12 |
| Delta | 0.79 |
| Gamma | 0.05 |
| Vega | 0.08 |
| Distance to Strike | -5.24 |
| Distance to Strike in % | -10.65% |
market maker quality Date: 20/11/2024
| Average Spread | 2.64% |
| Last Best Bid Price | 0.38 CHF |
| Last Best Ask Price | 0.39 CHF |
| Last Best Bid Volume | 130,000 |
| Last Best Ask Volume | 130,000 |
| Average Buy Volume | 126,612 |
| Average Sell Volume | 126,612 |
| Average Buy Value | 47,331 CHF |
| Average Sell Value | 48,597 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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