Call-Warrant

Symbol: WADBBV
Underlyings: Adecco Group AG
ISIN: CH1274820260
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 0.020
Diff. absolute / % -0.01 -70.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1274820260
Valor 127482026
Symbol WADBBV
Strike 42.00 CHF
Type Warrants
Type Bull
Ratio 5.00
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 Adecco Group AG
ISIN CH0012138605
Price 30.0400 CHF
Date 16/07/24 17:30
Ratio 5.00

Key data

Implied volatility 0.30%
Leverage 19.83
Delta 0.03
Gamma 0.01
Vega 0.01
Distance to Strike 11.78
Distance to Strike in % 38.98%

market maker quality Date: 15/07/2024

Average Spread 82.33%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 20,000
Last Best Ask Volume 20,000
Average Buy Volume 38,847
Average Sell Volume 38,847
Average Buy Value 334 CHF
Average Sell Value 791 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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