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Call-Warrant
Symbol:
WNECEV
ISIN:
CH1337884782
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 | 0.465 | ||||
| Diff. absolute / % | -0.02 | -3.23% | |||
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 | CH1337884782 |
| Valor | 133788478 |
| Symbol | WNECEV |
| Strike | 84.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/05/2024 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | NextEra Energy Inc. |
| ISIN | US65339F1012 |
| Price |
74.67 EUR
|
| Date | 26/09/24 22:59 |
| Ratio | 10.00 |
Key data
| Intrinsic value | 0.03 |
| Time value | 0.44 |
| Implied volatility | 0.26% |
| Leverage | 10.46 |
| Delta | 0.58 |
| Gamma | 0.05 |
| Vega | 0.16 |
| Distance to Strike | -0.27 |
| Distance to Strike in % | -0.32% |
market maker quality Date: 25/09/2024
| Average Spread | 3.56% |
| Last Best Bid Price | 0.46 CHF |
| Last Best Ask Price | 0.47 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 26,033 |
| Average Sell Volume | 26,033 |
| Average Buy Value | 12,076 CHF |
| Average Sell Value | 12,467 CHF |
| Spreads Availability Ratio | 99.39% |
| Quote Availability | 99.39% |
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