Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1260781948 |
Valor | 126078194 |
Symbol | WAMIOV |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/05/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 1.36 |
Time value | 0.02 |
Leverage | 6.31 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.03 |
Distance to Strike | -27.18 |
Distance to Strike in % | -15.34% |
Average Spread | 0.87% |
Last Best Bid Price | 1.16 CHF |
Last Best Ask Price | 1.17 CHF |
Last Best Bid Volume | 220,000 |
Last Best Ask Volume | 220,000 |
Average Buy Volume | 98,870 |
Average Sell Volume | 98,870 |
Average Buy Value | 115,230 CHF |
Average Sell Value | 116,222 CHF |
Spreads Availability Ratio | 99.14% |
Quote Availability | 99.14% |