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Call-Warrant
Symbol:
WMUACV
ISIN:
CH1363304671
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
09:11:00 |
|
0.485
|
0.495
|
CHF |
| Volume |
100,000
|
100,000
|
||
Performance
| Closing prev. day | 0.520 | ||||
| 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 | CH1363304671 |
| Valor | 136330467 |
| Symbol | WMUACV |
| Strike | 120.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/07/2024 |
| Date of maturity | 28/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Micron Technology Inc. |
| ISIN | US5951121038 |
| Price |
120.33 EUR
|
| Date | 16/07/24 09:30 |
| Ratio | 50.00 |
Key data
| Intrinsic value | 0.28 |
| Time value | 0.24 |
| Implied volatility | 0.38% |
| Leverage | 3.68 |
| Delta | 0.71 |
| Gamma | 0.01 |
| Vega | 0.38 |
| Distance to Strike | -14.01 |
| Distance to Strike in % | -10.45% |
market maker quality Date: 15/07/2024
| Average Spread | 1.96% |
| Last Best Bid Price | 0.52 CHF |
| Last Best Ask Price | 0.53 CHF |
| Last Best Bid Volume | 350,000 |
| Last Best Ask Volume | 350,000 |
| Average Buy Volume | 149,231 |
| Average Sell Volume | 149,231 |
| Average Buy Value | 78,039 CHF |
| Average Sell Value | 79,537 CHF |
| Spreads Availability Ratio | 99.30% |
| Quote Availability | 99.30% |
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