Call-Warrant

Symbol: WROBRV
Underlyings: Roche AG
ISIN: CH1225163026
Issuer:
Bank Vontobel
Trade

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More Product Information

Core Data

Name Call-Warrant
ISIN CH1225163026
Valor 122516302
Symbol WROBRV
Strike 340.00 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

Underlyings

Name Roche AG
ISIN CH0012032048
Price 221.00 CHF
Date 26/04/24 17:31
Ratio 50.00

Key data

Implied volatility 0.31%
Leverage 3.77
Delta 0.01
Gamma 0.00
Vega 0.03
Distance to Strike 118.60
Distance to Strike in % 53.57%

market maker quality Date: 25/04/2024

Average Spread 107.69%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 340,000
Last Best Ask Volume 340,000
Average Buy Volume 339,991
Average Sell Volume 339,991
Average Buy Value 2,040 CHF
Average Sell Value 6,800 CHF
Spreads Availability Ratio 99.69%
Quote Availability 99.69%

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