Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245787150 |
Valor | 124578715 |
Symbol | WSTA8V |
Strike | 160.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/02/2023 |
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 | 0.35% |
Leverage | 6.53 |
Delta | 0.05 |
Gamma | 0.01 |
Vega | 0.06 |
Distance to Strike | 22.35 |
Distance to Strike in % | 16.24% |
Average Spread | 21.49% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 90,000 |
Last Best Ask Volume | 90,000 |
Average Buy Volume | 90,289 |
Average Sell Volume | 90,289 |
Average Buy Value | 5,431 CHF |
Average Sell Value | 6,695 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |