Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236771569 |
Valor | 123677156 |
Symbol | WDAHAV |
Strike | 16,600.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 13/01/2023 |
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 | 2.63 |
Time value | 0.86 |
Implied volatility | 0.32% |
Leverage | 9.84 |
Delta | 0.96 |
Gamma | 0.00 |
Vega | 6.23 |
Distance to Strike | -1,317.28 |
Distance to Strike in % | -7.35% |
Average Spread | 0.32% |
Last Best Bid Price | 3.07 CHF |
Last Best Ask Price | 3.08 CHF |
Last Best Bid Volume | 540,000 |
Last Best Ask Volume | 540,000 |
Average Buy Volume | 540,000 |
Average Sell Volume | 540,000 |
Average Buy Value | 1,691,450 CHF |
Average Sell Value | 1,696,850 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |