Call-Warrant

Symbol: WCLBRV
Underlyings: Clariant AG
ISIN: CH1290682389
Issuer:
Bank Vontobel
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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 0.020
Diff. absolute / % -0.00 -16.67%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1290682389
Valor 129068238
Symbol WCLBRV
Strike 12.00 CHF
Type Warrants
Type Bull
Ratio 4.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 25/10/2023
Date of maturity 31/12/2024
Last trading day 20/12/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Clariant AG
ISIN CH0012142631
Price 10.91 CHF
Date 22/11/24 17:18
Ratio 4.00

Key data

Implied volatility 0.33%
Leverage 47.76
Delta 0.14
Gamma 0.24
Vega 0.01
Distance to Strike 1.08
Distance to Strike in % 9.89%

market maker quality Date: 20/11/2024

Average Spread 47.68%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 370,000
Last Best Ask Volume 370,000
Average Buy Volume 362,802
Average Sell Volume 362,802
Average Buy Value 5,851 CHF
Average Sell Value 9,479 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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