Call-Warrant

Symbol: WZUBOV
ISIN: CH1225162903
Issuer:
Bank Vontobel
Trade

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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 0.100
Diff. absolute / % 0.06 +163.16%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1225162903
Valor 122516290
Symbol WZUBOV
Strike 560.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 23/11/2022
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

Underlyings

Name Zurich Insurance Group AG
ISIN CH0011075394
Price 553.00 CHF
Date 22/11/24 17:30
Ratio 50.00

Key data

Implied volatility 0.17%
Leverage 34.45
Delta 0.36
Gamma 0.01
Vega 0.57
Distance to Strike 8.40
Distance to Strike in % 1.52%

market maker quality Date: 20/11/2024

Average Spread 26.75%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.04 CHF
Last Best Bid Volume 120,000
Last Best Ask Volume 120,000
Average Buy Volume 120,000
Average Sell Volume 120,000
Average Buy Value 4,699 CHF
Average Sell Value 6,139 CHF
Spreads Availability Ratio 99.43%
Quote Availability 99.43%

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