Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823344 |
Valor | 124582334 |
Symbol | WSPC4V |
Strike | 4,400.00 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 | 7.04 |
Time value | 1.03 |
Leverage | 6.19 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 2.10 |
Distance to Strike | -704.30 |
Distance to Strike in % | -13.80% |
Average Spread | 0.13% |
Last Best Bid Price | 7.36 CHF |
Last Best Ask Price | 7.37 CHF |
Last Best Bid Volume | 90,000 |
Last Best Ask Volume | 90,000 |
Average Buy Volume | 90,000 |
Average Sell Volume | 90,000 |
Average Buy Value | 676,372 CHF |
Average Sell Value | 677,272 CHF |
Spreads Availability Ratio | 99.94% |
Quote Availability | 99.94% |