Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823328 |
Valor | 124582332 |
Symbol | WSPC2V |
Strike | 4,800.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 06/03/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 3.04 |
Time value | 2.01 |
Implied volatility | 0.11% |
Leverage | 8.73 |
Delta | 0.86 |
Gamma | 0.00 |
Vega | 9.02 |
Distance to Strike | -304.30 |
Distance to Strike in % | -5.96% |
Average Spread | 0.22% |
Last Best Bid Price | 4.45 CHF |
Last Best Ask Price | 4.46 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 110,000 |
Average Sell Volume | 110,000 |
Average Buy Value | 504,013 CHF |
Average Sell Value | 505,113 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |