Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236757782 |
Valor | 123675778 |
Symbol | WALA2V |
Strike | 240.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/01/2023 |
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 |
Intrinsic value | 1.14 |
Time value | 0.13 |
Implied volatility | 0.29% |
Leverage | 9.66 |
Delta | 0.93 |
Gamma | 0.01 |
Vega | 0.12 |
Distance to Strike | -22.70 |
Distance to Strike in % | -8.64% |
Average Spread | 0.86% |
Last Best Bid Price | 1.13 CHF |
Last Best Ask Price | 1.14 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 49,488 |
Average Sell Volume | 49,488 |
Average Buy Value | 58,587 CHF |
Average Sell Value | 59,082 CHF |
Spreads Availability Ratio | 99.76% |
Quote Availability | 99.76% |