Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1260764712 |
Valor | 126076471 |
Symbol | WSIAKV |
Strike | 32.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/05/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.33% |
Leverage | 8.95 |
Delta | 0.32 |
Gamma | 0.06 |
Vega | 0.06 |
Distance to Strike | 4.60 |
Distance to Strike in % | 16.78% |
Average Spread | 2.11% |
Last Best Bid Price | 0.49 CHF |
Last Best Ask Price | 0.50 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 200,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 93,924 CHF |
Average Sell Value | 95,924 CHF |
Spreads Availability Ratio | 99.91% |
Quote Availability | 99.91% |