Login
Put-Warrant
Symbol:
WSCAHV
ISIN:
CH1274766786
Issuer:
Bank Vontobel
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1274766786 |
| Valor | 127476678 |
| Symbol | WSCAHV |
| Strike | 520.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 05/07/2023 |
| 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 |
Key data
| Intrinsic value | 0.31 |
| Time value | 0.14 |
| Implied volatility | 0.15% |
| Leverage | 14.25 |
| Delta | -0.63 |
| Gamma | 0.01 |
| Vega | 0.74 |
| Distance to Strike | -15.50 |
| Distance to Strike in % | -3.07% |
market maker quality Date: 25/04/2024
| Average Spread | 3.51% |
| Last Best Bid Price | 0.45 CHF |
| Last Best Ask Price | 0.46 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 | 46,335 CHF |
| Average Sell Value | 47,985 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)