Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225162820 |
Valor | 122516282 |
Symbol | WSRBPV |
Strike | 84.00 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 |
Intrinsic value | 1.56 |
Time value | 0.30 |
Implied volatility | 0.37% |
Leverage | 3.90 |
Delta | 0.73 |
Gamma | 0.01 |
Vega | 0.25 |
Distance to Strike | -15.62 |
Distance to Strike in % | -15.68% |
Average Spread | 0.53% |
Last Best Bid Price | 1.88 CHF |
Last Best Ask Price | 1.89 CHF |
Last Best Bid Volume | 40,000 |
Last Best Ask Volume | 40,000 |
Average Buy Volume | 40,000 |
Average Sell Volume | 40,000 |
Average Buy Value | 75,707 CHF |
Average Sell Value | 76,107 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |