Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245825323 |
Valor | 124582532 |
Symbol | WSIEBV |
Strike | 20.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/03/2023 |
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 |
Leverage | 3.86 |
Delta | 0.99 |
Gamma | 0.01 |
Vega | 0.00 |
Distance to Strike | -7.40 |
Distance to Strike in % | -27.01% |
Average Spread | 0.29% |
Last Best Bid Price | 3.45 CHF |
Last Best Ask Price | 3.46 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 110,000 |
Average Sell Volume | 110,000 |
Average Buy Value | 379,585 CHF |
Average Sell Value | 380,685 CHF |
Spreads Availability Ratio | 99.89% |
Quote Availability | 99.89% |