Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236755042 |
Valor | 123675504 |
Symbol | WALAZV |
Strike | 72.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/01/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.25% |
Leverage | 14.15 |
Delta | 0.51 |
Gamma | 0.08 |
Vega | 0.11 |
Distance to Strike | 0.14 |
Distance to Strike in % | 0.19% |
Average Spread | 6.93% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 190,000 |
Last Best Ask Volume | 190,000 |
Average Buy Volume | 190,000 |
Average Sell Volume | 190,000 |
Average Buy Value | 26,593 CHF |
Average Sell Value | 28,493 CHF |
Spreads Availability Ratio | 99.68% |
Quote Availability | 99.68% |