Call-Warrant

Symbol: WEUA2V
Underlyings: Devisen EUR/USD
ISIN: CH1312963221
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 0.156
Diff. absolute / % -0.01 -8.24%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1312963221
Valor 131296322
Symbol WEUA2V
Strike 1.04 USD
Type Warrants
Type Bull
Ratio 0.10
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 04/01/2024
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 Devisen EUR/USD
ISIN EU0009652759
Price 1.04131
Date 22/11/24 21:55
Ratio 0.10

Key data

Implied volatility 0.08%
Leverage 55.60
Delta 0.56
Gamma 14.79
Vega 0.00
Distance to Strike 0.00
Distance to Strike in % 0.02%

market maker quality Date: 20/11/2024

Average Spread 5.44%
Last Best Bid Price 0.16 CHF
Last Best Ask Price 0.17 CHF
Last Best Bid Volume 610,000
Last Best Ask Volume 610,000
Average Buy Volume 610,000
Average Sell Volume 610,000
Average Buy Value 109,226 CHF
Average Sell Value 115,326 CHF
Spreads Availability Ratio 99.42%
Quote Availability 99.42%

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