Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1301959123 |
Valor | 130195912 |
Symbol | WGBAAV |
Strike | 1.20 USD |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/11/2023 |
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 |
Implied volatility | 0.11% |
Leverage | 18.26 |
Delta | -0.05 |
Gamma | 2.85 |
Vega | 0.00 |
Distance to Strike | 0.05 |
Distance to Strike in % | 3.77% |
Average Spread | 27.93% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 600,000 |
Average Buy Value | 18,593 CHF |
Average Sell Value | 24,593 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |