Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225162903 |
Valor | 122516290 |
Symbol | WZUBOV |
Strike | 560.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
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 |
Implied volatility | 0.19% |
Leverage | 35.99 |
Delta | 0.06 |
Gamma | 0.00 |
Vega | 0.40 |
Distance to Strike | 119.10 |
Distance to Strike in % | 27.01% |
Average Spread | 43.61% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 140,000 |
Last Best Ask Volume | 140,000 |
Average Buy Volume | 139,989 |
Average Sell Volume | 139,989 |
Average Buy Value | 2,516 CHF |
Average Sell Value | 3,916 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |