Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1236771650 |
Valor | 123677165 |
Symbol | WDAISV |
Strike | 17,800.00 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 | 0.23 |
Time value | 1.19 |
Implied volatility | 0.21% |
Leverage | 15.44 |
Delta | 0.61 |
Gamma | 0.00 |
Vega | 26.89 |
Distance to Strike | -117.28 |
Distance to Strike in % | -0.65% |
Average Spread | 0.86% |
Last Best Bid Price | 1.12 CHF |
Last Best Ask Price | 1.13 CHF |
Last Best Bid Volume | 720,000 |
Last Best Ask Volume | 720,000 |
Average Buy Volume | 720,000 |
Average Sell Volume | 720,000 |
Average Buy Value | 837,925 CHF |
Average Sell Value | 845,125 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |