Call-Warrant

Symbol: WSCASV
Underlyings: Swisscom N
ISIN: CH1274820211
Issuer:
Bank Vontobel
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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 0.038
Diff. absolute / % -0.01 -17.39%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274820211
Valor 127482021
Symbol WSCASV
Strike 520.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 09/08/2023
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

Underlyings

Name Swisscom N
ISIN CH0008742519
Price 509.50 CHF
Date 22/11/24 17:30
Ratio 100.00

Key data

Implied volatility 0.17%
Leverage 54.89
Delta 0.35
Gamma 0.01
Vega 0.52
Distance to Strike 12.00
Distance to Strike in % 2.36%

market maker quality Date: 20/11/2024

Average Spread 21.31%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 240,000
Last Best Ask Volume 240,000
Average Buy Volume 240,000
Average Sell Volume 240,000
Average Buy Value 10,165 CHF
Average Sell Value 12,565 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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