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Call-Warrant
Symbol:
WUCAEV
ISIN:
CH1312981967
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 | 1.600 | ||||
| Diff. absolute / % | 0.04 | +2.50% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1312981967 |
| Valor | 131298196 |
| Symbol | WUCAEV |
| Strike | 30.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/01/2024 |
| 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 | UniCredit S.p.A. |
| ISIN | IT0005239360 |
| Price |
37.615 EUR
|
| Date | 16/07/24 22:59 |
| Ratio | 5.00 |
Key data
| Intrinsic value | 1.43 |
| Time value | 0.22 |
| Implied volatility | 0.42% |
| Leverage | 4.04 |
| Delta | 0.90 |
| Gamma | 0.03 |
| Vega | 0.04 |
| Distance to Strike | -7.14 |
| Distance to Strike in % | -19.22% |
market maker quality Date: 15/07/2024
| Average Spread | 0.64% |
| Last Best Bid Price | 1.60 CHF |
| Last Best Ask Price | 1.61 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 49,635 |
| Average Sell Volume | 49,635 |
| Average Buy Value | 78,115 CHF |
| Average Sell Value | 78,612 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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