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Call-Warrant
Symbol:
WDBACV
ISIN:
CH1363304655
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
09:32:00 |
|
0.410
|
0.420
|
CHF |
| Volume |
340,000
|
340,000
|
||
Performance
| Closing prev. day | 0.430 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1363304655 |
| Valor | 136330465 |
| Symbol | WDBACV |
| Strike | 15.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/07/2024 |
| Date of maturity | 27/06/2025 |
| Last trading day | 20/06/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Deutsche Bank AG |
| ISIN | DE0005140008 |
| Price |
15.079 EUR
|
| Date | 16/07/24 09:56 |
| Ratio | 5.00 |
Key data
| Intrinsic value | 0.06 |
| Time value | 0.36 |
| Implied volatility | 0.35% |
| Leverage | 4.19 |
| Delta | 0.58 |
| Gamma | 0.11 |
| Vega | 0.06 |
| Distance to Strike | -0.21 |
| Distance to Strike in % | -1.39% |
market maker quality Date: 15/07/2024
| Average Spread | 2.34% |
| Last Best Bid Price | 0.43 CHF |
| Last Best Ask Price | 0.44 CHF |
| Last Best Bid Volume | 330,000 |
| Last Best Ask Volume | 330,000 |
| Average Buy Volume | 326,681 |
| Average Sell Volume | 326,681 |
| Average Buy Value | 140,617 CHF |
| Average Sell Value | 143,887 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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