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Put-Warrant
Symbol:
WSMA0V
ISIN:
CH1363304754
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
09:10:00 |
|
0.470
|
0.480
|
CHF |
| Volume |
50,000
|
50,000
|
||
Performance
| Closing prev. day | 0.475 | ||||
| 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 | Put-Warrant |
| ISIN | CH1363304754 |
| Valor | 136330475 |
| Symbol | WSMA0V |
| Strike | 880.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 400.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| 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 | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Super Micro Computer Inc. |
| ISIN | US86800U1043 |
| Price |
827.55 EUR
|
| Date | 16/07/24 09:42 |
| Ratio | 400.00 |
Key data
| Implied volatility | 0.69% |
| Leverage | 1.60 |
| Delta | -0.33 |
| Gamma | 0.00 |
| Vega | 3.19 |
| Distance to Strike | 17.96 |
| Distance to Strike in % | 2.00% |
market maker quality Date: 15/07/2024
| Average Spread | 2.26% |
| Last Best Bid Price | 0.47 CHF |
| Last Best Ask Price | 0.48 CHF |
| Last Best Bid Volume | 490,000 |
| Last Best Ask Volume | 490,000 |
| Average Buy Volume | 194,236 |
| Average Sell Volume | 194,236 |
| Average Buy Value | 88,701 CHF |
| Average Sell Value | 90,652 CHF |
| Spreads Availability Ratio | 98.88% |
| Quote Availability | 98.88% |
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