Call-Warrant

Symbol: WCLBNV
Underlyings: Clariant AG
ISIN: CH1290602353
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 0.024
Diff. absolute / % -0.01 -50.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1290602353
Valor 129060235
Symbol WCLBNV
Strike 18.00 CHF
Type Warrants
Type Bull
Ratio 4.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 13/09/2023
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 Clariant AG
ISIN CH0012142631
Price 14.39 CHF
Date 16/07/24 17:30
Ratio 4.00

Key data

Implied volatility 0.24%
Leverage 10.25
Delta 0.03
Gamma 0.04
Vega 0.01
Distance to Strike 3.61
Distance to Strike in % 25.09%

market maker quality Date: 15/07/2024

Average Spread 46.68%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 280,000
Last Best Ask Volume 280,000
Average Buy Volume 279,890
Average Sell Volume 279,890
Average Buy Value 4,668 CHF
Average Sell Value 7,467 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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