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Call-Warrant
Symbol:
WBAA2V
ISIN:
CH1274766026
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 | 0.052 | ||||
| Diff. absolute / % | -0.01 | -15.38% | |||
Determined prices
| Last Price | 0.060 | Volume | 30,000 | |
| Time | 15:44:03 | Date | 06/06/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1274766026 |
| Valor | 127476602 |
| Symbol | WBAA2V |
| Strike | 60.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/07/2023 |
| 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
| Implied volatility | 0.28% |
| Leverage | 7.13 |
| Delta | 0.12 |
| Gamma | 0.03 |
| Vega | 0.07 |
| Distance to Strike | 7.98 |
| Distance to Strike in % | 15.34% |
market maker quality Date: 15/07/2024
| Average Spread | 19.57% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 160,000 |
| Last Best Ask Volume | 160,000 |
| Average Buy Volume | 160,000 |
| Average Sell Volume | 160,000 |
| Average Buy Value | 7,384 CHF |
| Average Sell Value | 8,984 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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