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Call-Warrant
Symbol:
WDAQLV
ISIN:
CH1245824078
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
15:35:00 |
|
3.530
|
3.540
|
CHF |
| Volume |
600,000
|
600,000
|
||
Performance
| Closing prev. day | 3.780 | ||||
| Diff. absolute / % | -0.22 | -5.82% | |||
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 | CH1245824078 |
| Valor | 124582407 |
| Symbol | WDAQLV |
| Strike | 17,200.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 500.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 06/03/2023 |
| 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 |
Key data
| Intrinsic value | 2.78 |
| Time value | 0.78 |
| Implied volatility | 0.14% |
| Leverage | 9.52 |
| Delta | 0.91 |
| Gamma | 0.00 |
| Vega | 19.61 |
| Distance to Strike | -1,390.89 |
| Distance to Strike in % | -7.48% |
market maker quality Date: 15/07/2024
| Average Spread | 0.26% |
| Last Best Bid Price | 3.77 CHF |
| Last Best Ask Price | 3.78 CHF |
| Last Best Bid Volume | 590,000 |
| Last Best Ask Volume | 590,000 |
| Average Buy Volume | 590,000 |
| Average Sell Volume | 590,000 |
| Average Buy Value | 2,270,390 CHF |
| Average Sell Value | 2,276,290 CHF |
| Spreads Availability Ratio | 99.10% |
| Quote Availability | 99.10% |
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