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Call-Warrant
Symbol:
WSRBNV
ISIN:
CH1225162804
Issuer:
Bank Vontobel
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1225162804 |
| Valor | 122516280 |
| Symbol | WSRBNV |
| Strike | 92.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/11/2022 |
| 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 |
Key data
| Intrinsic value | 0.76 |
| Time value | 0.46 |
| Implied volatility | 0.31% |
| Leverage | 5.07 |
| Delta | 0.62 |
| Gamma | 0.01 |
| Vega | 0.29 |
| Distance to Strike | -7.62 |
| Distance to Strike in % | -7.65% |
market maker quality Date: 25/04/2024
| Average Spread | 0.80% |
| Last Best Bid Price | 1.23 CHF |
| Last Best Ask Price | 1.24 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 62,390 CHF |
| Average Sell Value | 62,890 CHF |
| Spreads Availability Ratio | 99.98% |
| Quote Availability | 99.98% |
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