Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236771601 |
Valor | 123677160 |
Symbol | WDAH5V |
Strike | 15,400.00 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 | 5.03 |
Time value | 0.74 |
Implied volatility | 0.44% |
Leverage | 6.21 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.12 |
Distance to Strike | -2,517.28 |
Distance to Strike in % | -14.05% |
Average Spread | 0.19% |
Last Best Bid Price | 5.31 CHF |
Last Best Ask Price | 5.32 CHF |
Last Best Bid Volume | 520,000 |
Last Best Ask Volume | 520,000 |
Average Buy Volume | 520,000 |
Average Sell Volume | 520,000 |
Average Buy Value | 2,799,600 CHF |
Average Sell Value | 2,804,800 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |