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Call-Warrant
Symbol:
WCLAYV
ISIN:
CH1274766539
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 | 0.168 | ||||
| Diff. absolute / % | -0.01 | -8.33% | |||
Determined prices
| Last Price | 0.180 | Volume | 3,000 | |
| Time | 14:20:54 | Date | 12/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1274766539 |
| Valor | 127476653 |
| Symbol | WCLAYV |
| Strike | 15.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| 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 | 0.25% |
| Leverage | 8.70 |
| Delta | 0.37 |
| Gamma | 0.21 |
| Vega | 0.04 |
| Distance to Strike | 0.61 |
| Distance to Strike in % | 4.24% |
market maker quality Date: 15/07/2024
| Average Spread | 5.60% |
| Last Best Bid Price | 0.16 CHF |
| Last Best Ask Price | 0.17 CHF |
| Last Best Bid Volume | 280,000 |
| Last Best Ask Volume | 280,000 |
| Average Buy Volume | 279,897 |
| Average Sell Volume | 279,897 |
| Average Buy Value | 48,749 CHF |
| Average Sell Value | 51,548 CHF |
| Spreads Availability Ratio | 99.99% |
| Quote Availability | 99.99% |
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