Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1274810964 |
Valor | 127481096 |
Symbol | WEUB4V |
Strike | 1.04 USD |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/08/2023 |
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 |
Intrinsic value | 0.28 |
Time value | 0.03 |
Leverage | 31.70 |
Delta | 0.92 |
Gamma | 5.53 |
Vega | 0.00 |
Distance to Strike | -0.03 |
Distance to Strike in % | -2.70% |
Average Spread | 3.05% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 560,000 |
Last Best Ask Volume | 560,000 |
Average Buy Volume | 560,000 |
Average Sell Volume | 560,000 |
Average Buy Value | 181,022 CHF |
Average Sell Value | 186,622 CHF |
Spreads Availability Ratio | 99.24% |
Quote Availability | 99.24% |