Login
Call-Warrant
Symbol:
WSRBRV
ISIN:
CH1225162846
Issuer:
Bank Vontobel
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1225162846 |
| Valor | 122516284 |
| Symbol | WSRBRV |
| Strike | 80.00 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 | 1.96 |
| Time value | 0.25 |
| Implied volatility | 0.40% |
| Leverage | 3.52 |
| Delta | 0.78 |
| Gamma | 0.01 |
| Vega | 0.22 |
| Distance to Strike | -19.62 |
| Distance to Strike in % | -19.69% |
market maker quality Date: 25/04/2024
| Average Spread | 0.45% |
| Last Best Bid Price | 2.23 CHF |
| Last Best Ask Price | 2.24 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 | 89,715 CHF |
| Average Sell Value | 90,115 CHF |
| Spreads Availability Ratio | 99.98% |
| Quote Availability | 99.98% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)