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Call-Warrant
Symbol:
WDIAEV
ISIN:
CH1363304713
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
09:32:00 |
|
0.360
|
0.370
|
CHF |
| Volume |
110,000
|
110,000
|
||
Performance
| Closing prev. day | 0.370 | ||||
| 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 | CH1363304713 |
| Valor | 136330471 |
| Symbol | WDIAEV |
| Strike | 96.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/07/2024 |
| Date of maturity | 30/12/2025 |
| Last trading day | 19/12/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Walt Disney Co. |
| ISIN | US2546871060 |
| Price |
88.97 EUR
|
| Date | 16/07/24 09:47 |
| Ratio | 40.00 |
Key data
| Intrinsic value | 0.02 |
| Time value | 0.34 |
| Implied volatility | 0.24% |
| Leverage | 4.91 |
| Delta | 0.73 |
| Gamma | 0.02 |
| Vega | 0.38 |
| Distance to Strike | -0.89 |
| Distance to Strike in % | -0.92% |
market maker quality Date: 15/07/2024
| Average Spread | 2.78% |
| Last Best Bid Price | 0.36 CHF |
| Last Best Ask Price | 0.37 CHF |
| Last Best Bid Volume | 440,000 |
| Last Best Ask Volume | 440,000 |
| Average Buy Volume | 195,504 |
| Average Sell Volume | 195,504 |
| Average Buy Value | 71,182 CHF |
| Average Sell Value | 73,146 CHF |
| Spreads Availability Ratio | 99.88% |
| Quote Availability | 99.88% |
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