Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245823278 |
Valor | 124582327 |
Symbol | WNAF4V |
Strike | 12,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 06/03/2023 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 10.86 |
Time value | 1.68 |
Leverage | 2.79 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 6.85 |
Distance to Strike | -5,430.50 |
Distance to Strike in % | -31.16% |
Average Spread | 0.91% |
Last Best Bid Price | 11.89 CHF |
Last Best Ask Price | 12.00 CHF |
Last Best Bid Volume | 42,500 |
Last Best Ask Volume | 42,500 |
Average Buy Volume | 42,422 |
Average Sell Volume | 42,422 |
Average Buy Value | 509,872 CHF |
Average Sell Value | 514,539 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |